+271.6%
ECHO vs VSH
+293.7%
-22.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.6% | +0.7% | -2.5% |
| 7D | +9.1% | +26.2% | -17.1% | +0.9% |
| 30D | +7.2% | -12.5% | +19.7% | +11.0% |
| 3M | +6.1% | -16.9% | +23.0% | +11.0% |
| 6M | -24.2% | -17.0% | -7.2% | -24.1% |
| YTD | -9.7% | +93.8% | -103.5% | -33.5% |
| 1Y | +40.9% | +99.3% | -58.4% | +2.6% |
| 3Y | +883.3% | +35.0% | +848.3% | +686.8% |
| 5Y | +224.2% | +45.8% | +178.4% | +149.0% |
| 10Y | +141.3% | +127.1% | +14.1% | +54.1% |
| All | +271.6% | +293.7% | -22.1% | +83.8% |
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