+412.7%
ECHO vs VIG
+55.4%
+357.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.4% |
| 7D | +5.3% | -1.2% | +6.5% | +7.4% |
| 30D | +2.4% | -2.8% | +5.3% | +7.3% |
| 3M | -21.8% | +2.5% | -24.3% | -24.8% |
| 6M | -16.9% | +8.1% | -25.0% | -26.8% |
| YTD | -16.0% | +9.6% | -25.6% | -27.5% |
| 1Y | +9.3% | +14.2% | -4.9% | -12.2% |
| All | +412.7% | +55.4% | +357.3% | +126.2% |
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