+294.4%
ECHO vs VSH
+279.5%
+14.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.5% |
| 7D | +2.2% | -1.6% | +3.8% | +2.6% |
| 30D | +9.8% | -21.3% | +31.1% | +17.9% |
| 3M | +16.8% | -18.9% | +35.7% | +23.5% |
| 6M | -18.1% | -21.4% | +3.3% | -16.4% |
| YTD | -4.2% | +86.8% | -91.0% | -28.4% |
| 1Y | +41.2% | +85.8% | -44.5% | +5.5% |
| 3Y | +943.7% | +30.1% | +913.6% | +746.9% |
| 5Y | +277.5% | +42.8% | +234.7% | +192.6% |
| 10Y | +159.8% | +121.2% | +38.6% | +67.8% |
| All | +294.4% | +279.5% | +14.9% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling