+307.9%
ECHO vs VSXY
+42.7%
+265.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.9% | +0.2% | +3.5% |
| 7D | +8.6% | -6.8% | +15.3% | +9.5% |
| 30D | +3.8% | -20.4% | +24.1% | +6.9% |
| 3M | -19.9% | +2.9% | -22.8% | -20.8% |
| 6M | -12.1% | +67.9% | -80.0% | -21.9% |
| YTD | -14.1% | +44.9% | -58.9% | -22.1% |
| 1Y | +15.9% | +205.9% | -190.1% | -9.1% |
| 3Y | +417.8% | +373.9% | +44.0% | +251.0% |
| 5Y | +259.3% | +23.5% | +235.8% | +188.4% |
| All | +307.9% | +42.7% | +265.3% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling