+33.6%
ECHO vs VMC
-8.5%
+42.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | +3.4% | -4.3% | +7.7% | +4.5% |
| 30D | +2.4% | -8.2% | +10.6% | +4.4% |
| 3M | -28.0% | -7.0% | -20.9% | -27.4% |
| 6M | -21.2% | -10.8% | -10.5% | -19.4% |
| YTD | -17.4% | -7.4% | -10.0% | -18.1% |
| 1Y | +33.6% | -9.5% | +43.1% | +34.4% |
| All | +33.6% | -8.5% | +42.1% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling