+247.3%
ECHO vs VT
+345.0%
-97.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -4.1% | -4.7% | -5.3% |
| 7D | -7.9% | -4.2% | -3.8% | -4.4% |
| 30D | -10.1% | -5.8% | -4.3% | -5.1% |
| 3M | +2.5% | -5.2% | +7.7% | +7.8% |
| 6M | -23.4% | +0.1% | -23.5% | -22.7% |
| YTD | -17.3% | +8.2% | -25.5% | -21.8% |
| 1Y | +24.3% | +10.1% | +14.2% | +15.9% |
| 3Y | +482.4% | +69.7% | +412.7% | +288.7% |
| 5Y | +243.7% | +53.4% | +190.4% | +148.8% |
| 10Y | +144.5% | +219.2% | -74.7% | +2.6% |
| All | +247.3% | +345.0% | -97.7% | +13.0% |
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 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