+240.0%
ECHO vs VMC
+308.5%
-68.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +3.4% | -4.3% | +7.7% | +4.9% |
| 30D | +2.4% | -8.2% | +10.6% | +5.2% |
| 3M | -28.0% | -7.0% | -20.9% | -26.6% |
| 6M | -21.2% | -10.8% | -10.5% | -18.8% |
| YTD | -17.4% | -7.4% | -10.0% | -16.2% |
| 1Y | +33.6% | -9.5% | +43.1% | +36.5% |
| 3Y | +419.7% | +20.5% | +399.2% | +382.1% |
| 5Y | +241.7% | +51.6% | +190.1% | +190.7% |
| 10Y | +180.8% | +150.0% | +30.7% | +95.6% |
| All | +240.0% | +308.5% | -68.4% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling