+259.3%
ECHO vs VSH
+65.5%
+193.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.7% |
| 3M | -19.9% | -44.9% | +25.0% | -4.5% |
| 6M | -12.1% | +90.0% | -102.0% | -37.3% |
| YTD | -14.1% | +118.8% | -132.9% | -43.2% |
| 1Y | +15.9% | +109.0% | -93.1% | -22.7% |
| 3Y | +417.8% | +35.6% | +382.2% | +308.7% |
| 5Y | +259.3% | +66.7% | +192.6% | +147.8% |
| All | +259.3% | +65.5% | +193.8% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling