+253.7%
ECHO vs VTV
+448.5%
-194.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.7% |
| 7D | +8.6% | +0.3% | +8.3% | +8.3% |
| 30D | +3.8% | +0.1% | +3.6% | +3.6% |
| 3M | -19.9% | +6.2% | -26.1% | -24.0% |
| 6M | -12.1% | +13.5% | -25.5% | -21.1% |
| YTD | -14.1% | +18.9% | -32.9% | -25.9% |
| 1Y | +15.9% | +25.8% | -9.9% | -4.8% |
| 3Y | +417.8% | +68.7% | +349.1% | +240.3% |
| 5Y | +259.3% | +80.3% | +179.0% | +125.2% |
| 10Y | +192.7% | +226.3% | -33.6% | +18.1% |
| All | +253.7% | +448.5% | -194.8% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling