+188.4%
ECHO vs VMC
+154.4%
+34.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +2.3% | -3.7% | +6.0% | +3.9% |
| 30D | +4.4% | -12.8% | +17.2% | +10.3% |
| 3M | -20.3% | -7.9% | -12.4% | -18.2% |
| 6M | -15.3% | -7.5% | -7.8% | -13.7% |
| YTD | -15.5% | -11.6% | -3.9% | -12.5% |
| 1Y | +15.0% | -14.3% | +29.2% | +20.4% |
| 3Y | +409.1% | +18.5% | +390.7% | +364.9% |
| 5Y | +260.6% | +46.8% | +213.9% | +197.0% |
| All | +188.4% | +154.4% | +34.0% | +86.1% |
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