+188.4%
ECHO vs VIG
+247.5%
-59.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +1.1% |
| 7D | +2.3% | -2.2% | +4.5% | +4.7% |
| 30D | +4.4% | -3.2% | +7.6% | +8.0% |
| 3M | -20.3% | +3.0% | -23.3% | -22.6% |
| 6M | -15.3% | +8.1% | -23.5% | -21.8% |
| YTD | -15.5% | +9.1% | -24.6% | -22.5% |
| 1Y | +15.0% | +12.6% | +2.4% | +2.1% |
| 3Y | +409.1% | +55.4% | +353.8% | +237.5% |
| 5Y | +260.6% | +62.8% | +197.8% | +128.3% |
| All | +188.4% | +247.5% | -59.1% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling