+20.9%
ECHO vs VWO
+16.3%
+4.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.8% |
| 7D | +3.7% | -1.8% | +5.5% | +5.4% |
| 30D | +0.7% | -0.1% | +0.8% | +0.8% |
| 3M | -27.3% | +2.2% | -29.5% | -28.9% |
| 6M | -17.0% | +8.8% | -25.7% | -22.6% |
| YTD | -14.3% | +12.4% | -26.7% | -23.2% |
| 1Y | +20.9% | +15.6% | +5.3% | +5.9% |
| All | +20.9% | +16.3% | +4.6% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 1y: compounded portfolio wealth divided by compounded VWO 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…
1y analysis · Full analysis span regression · 6 months rolling