+407.1%
ECHO vs VT
+75.0%
+332.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.4% | +0.4% | +3.0% | +2.7% |
| 30D | +2.4% | +1.0% | +1.4% | +0.9% |
| 3M | -28.0% | +2.4% | -30.3% | -30.2% |
| 6M | -21.2% | +12.0% | -33.3% | -33.5% |
| YTD | -17.4% | +15.3% | -32.7% | -33.6% |
| 1Y | +33.6% | +22.6% | +11.0% | -2.9% |
| All | +407.1% | +75.0% | +332.1% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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