+926.7%
ECHO vs VIG
+67.2%
+859.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.7% | +3.5% | +2.2% | +0.2% |
| 30D | +13.8% | +4.9% | +8.9% | +5.4% |
| 3M | +9.1% | +2.5% | +6.6% | +4.9% |
| 6M | -24.9% | +11.0% | -36.0% | -36.3% |
| YTD | -8.0% | +16.0% | -24.0% | -27.1% |
| 1Y | +42.9% | +17.5% | +25.3% | +10.8% |
| 3Y | +926.7% | +67.0% | +859.7% | +342.3% |
| All | +926.7% | +67.2% | +859.5% | +342.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling