+240.0%
ECHO vs VIG
+524.1%
-284.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | +3.4% | -0.4% | +3.8% | +3.9% |
| 30D | +2.4% | -1.0% | +3.3% | +3.3% |
| 3M | -28.0% | +2.8% | -30.7% | -29.7% |
| 6M | -21.2% | +8.2% | -29.4% | -26.8% |
| YTD | -17.4% | +11.0% | -28.4% | -25.0% |
| 1Y | +33.6% | +16.1% | +17.4% | +16.2% |
| 3Y | +419.7% | +56.2% | +363.5% | +250.7% |
| 5Y | +241.7% | +63.0% | +178.7% | +121.3% |
| 10Y | +180.8% | +241.4% | -60.7% | -6.2% |
| All | +240.0% | +524.1% | -284.0% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling