+192.5%
ECHO vs VTV
+234.5%
-42.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.6% |
| 7D | +3.7% | -1.1% | +4.8% | +4.9% |
| 30D | +0.7% | -1.0% | +1.7% | +1.8% |
| 3M | -27.3% | +4.6% | -32.0% | -30.9% |
| 6M | -17.0% | +13.5% | -30.5% | -27.6% |
| YTD | -14.3% | +18.5% | -32.8% | -28.6% |
| 1Y | +20.9% | +22.9% | -2.0% | -3.0% |
| 3Y | +423.0% | +67.8% | +355.1% | +211.4% |
| 5Y | +265.7% | +81.8% | +183.8% | +102.5% |
| All | +192.5% | +234.5% | -42.1% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 10y: compounded portfolio wealth divided by compounded VTV 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…
10y analysis · Full analysis span regression · 6 months rolling