+261.5%
ECHO vs VG
-44.6%
+306.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +1.9% |
| 7D | +5.7% | +14.0% | -8.3% | +5.4% |
| 30D | +13.8% | -1.0% | +14.8% | +13.8% |
| 3M | +9.1% | -2.7% | +11.8% | +9.0% |
| 6M | -24.9% | +1.5% | -26.4% | -25.0% |
| YTD | -8.0% | +93.7% | -101.7% | -11.2% |
| 1Y | +42.9% | +68.5% | -25.6% | +38.8% |
| All | +261.5% | -44.6% | +306.1% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling