+306.7%
ECHO vs VSXY
+37.5%
+269.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.1% | -1.7% | +1.0% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | +0.7% | -18.7% | +19.4% | +3.5% |
| 3M | -27.3% | -4.0% | -23.3% | -27.4% |
| 6M | -17.0% | +67.5% | -84.5% | -26.3% |
| YTD | -14.3% | +39.7% | -54.0% | -21.9% |
| 1Y | +20.9% | +180.0% | -159.1% | -3.7% |
| 3Y | +423.0% | +337.3% | +85.7% | +258.8% |
| 5Y | +265.7% | +22.7% | +243.0% | +193.7% |
| All | +306.7% | +37.5% | +269.2% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling