+412.7%
ECHO vs VMC
+17.4%
+395.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.0% | -0.7% |
| 7D | +5.3% | -5.3% | +10.7% | +8.1% |
| 30D | +2.4% | -12.3% | +14.7% | +8.9% |
| 3M | -21.8% | -10.3% | -11.5% | -18.6% |
| 6M | -16.9% | -8.6% | -8.4% | -15.0% |
| YTD | -16.0% | -11.9% | -4.1% | -13.1% |
| 1Y | +9.3% | -13.9% | +23.2% | +14.2% |
| All | +412.7% | +17.4% | +395.3% | +329.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling