+259.8%
ECHO vs VWO
+34.0%
+225.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.8% |
| 7D | +3.7% | -1.8% | +5.5% | +5.3% |
| 30D | +0.7% | -0.1% | +0.8% | +0.8% |
| 3M | -27.3% | +2.2% | -29.5% | -28.7% |
| 6M | -17.0% | +8.8% | -25.7% | -22.7% |
| YTD | -14.3% | +12.4% | -26.7% | -22.5% |
| 1Y | +20.9% | +15.6% | +5.3% | +6.8% |
| 3Y | +423.0% | +62.5% | +360.4% | +249.1% |
| All | +259.8% | +34.0% | +225.7% | +182.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling