+140.3%
ECHO vs VMC
+126.5%
+13.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.4% |
| 7D | +9.1% | -1.7% | +10.8% | +10.0% |
| 30D | +7.2% | +15.3% | -8.1% | +0.8% |
| 3M | +6.1% | +0.3% | +5.8% | +5.6% |
| 6M | -24.2% | +0.9% | -25.0% | -25.4% |
| YTD | -9.7% | -1.0% | -8.7% | -11.0% |
| 1Y | +40.9% | -4.3% | +45.3% | +41.0% |
| 3Y | +883.3% | +35.3% | +847.9% | +749.3% |
| 5Y | +224.2% | +44.4% | +179.8% | +168.0% |
| All | +140.3% | +126.5% | +13.8% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling