+417.8%
ECHO vs VSH
+32.2%
+385.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.1% | +4.4% |
| 7D | +8.6% | +6.2% | +2.4% | +6.3% |
| 30D | +3.8% | -11.1% | +14.9% | +7.6% |
| 3M | -19.9% | -44.9% | +25.0% | -4.6% |
| 6M | -12.1% | +90.0% | -102.0% | -38.7% |
| YTD | -14.1% | +118.8% | -132.9% | -44.9% |
| 1Y | +15.9% | +109.0% | -93.1% | -25.0% |
| 3Y | +417.8% | +35.6% | +382.2% | +386.1% |
| All | +417.8% | +32.2% | +385.6% | +386.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling