+33.6%
ECHO vs VSH
+118.1%
-84.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.9% |
| 7D | +3.4% | +4.1% | -0.6% | +2.6% |
| 30D | +2.4% | -4.2% | +6.5% | +3.1% |
| 3M | -28.0% | -50.0% | +22.0% | -20.5% |
| 6M | -21.2% | +80.2% | -101.4% | -31.8% |
| YTD | -17.4% | +121.1% | -138.5% | -33.5% |
| 1Y | +33.6% | +112.0% | -78.4% | +13.2% |
| All | +33.6% | +118.1% | -84.5% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling