+259.8%
ECHO vs VNQ
+7.0%
+252.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.8% |
| 7D | +3.7% | -1.3% | +5.0% | +4.8% |
| 30D | +0.7% | -2.6% | +3.3% | +2.8% |
| 3M | -27.3% | -2.0% | -25.3% | -26.4% |
| 6M | -17.0% | +4.3% | -21.3% | -20.3% |
| YTD | -14.3% | +9.2% | -23.5% | -21.1% |
| 1Y | +20.9% | +5.6% | +15.3% | +14.4% |
| 3Y | +423.0% | +30.8% | +392.1% | +316.1% |
| All | +259.8% | +7.0% | +252.7% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 5y: compounded portfolio wealth divided by compounded VNQ 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…
5y analysis · Full analysis span regression · 6 months rolling