+412.7%
ECHO vs VSXY
+353.1%
+59.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -1.8% |
| 7D | +5.3% | -10.7% | +16.1% | +6.8% |
| 30D | +2.4% | -24.3% | +26.7% | +6.3% |
| 3M | -21.8% | +1.0% | -22.8% | -22.5% |
| 6M | -16.9% | +57.4% | -74.3% | -25.5% |
| YTD | -16.0% | +39.8% | -55.8% | -23.5% |
| 1Y | +9.3% | +196.5% | -187.2% | -15.5% |
| All | +412.7% | +353.1% | +59.6% | +215.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling