+144.9%
ECHO vs VMC
+125.2%
+19.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | +5.7% | -1.3% | +7.0% | +6.3% |
| 30D | +13.8% | +15.5% | -1.6% | +7.0% |
| 3M | +9.1% | +0.6% | +8.5% | +8.4% |
| 6M | -24.9% | +2.1% | -27.0% | -26.5% |
| YTD | -8.0% | -1.6% | -6.4% | -9.1% |
| 1Y | +42.9% | -1.2% | +44.1% | +41.0% |
| 3Y | +926.7% | +35.3% | +891.4% | +786.8% |
| 5Y | +230.4% | +43.6% | +186.8% | +173.7% |
| All | +144.9% | +125.2% | +19.7% | +56.7% |
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