+280.9%
ECHO vs VT
+363.9%
-83.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -4.7% |
| 7D | +4.6% | -0.3% | +4.9% | +4.8% |
| 30D | +0.4% | -1.4% | +1.9% | +1.8% |
| 3M | +7.7% | -1.4% | +9.1% | +9.2% |
| 6M | -18.0% | +5.5% | -23.5% | -21.1% |
| YTD | -9.3% | +12.8% | -22.1% | -17.4% |
| 1Y | +34.2% | +15.4% | +18.8% | +19.8% |
| 3Y | +538.7% | +76.9% | +461.9% | +310.4% |
| 5Y | +279.9% | +60.4% | +219.5% | +164.0% |
| 10Y | +168.2% | +232.8% | -64.6% | +8.4% |
| All | +280.9% | +363.9% | -83.0% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling