+260.6%
ECHO vs VTV
+78.5%
+182.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.5% |
| 7D | +2.3% | -2.1% | +4.3% | +5.1% |
| 30D | +4.4% | -1.3% | +5.7% | +6.2% |
| 3M | -20.3% | +5.6% | -25.9% | -26.0% |
| 6M | -15.3% | +12.4% | -27.7% | -27.6% |
| YTD | -15.5% | +17.6% | -33.1% | -32.1% |
| 1Y | +15.0% | +23.5% | -8.5% | -13.4% |
| 3Y | +409.1% | +67.0% | +342.1% | +169.8% |
| 5Y | +260.6% | +80.5% | +180.1% | +81.6% |
| All | +260.6% | +78.5% | +182.1% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling