+253.7%
ECHO vs VYM
+463.6%
-209.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.5% | +4.4% |
| 7D | +8.6% | +0.1% | +8.4% | +8.4% |
| 30D | +3.8% | -1.3% | +5.0% | +5.0% |
| 3M | -19.9% | +4.1% | -23.9% | -22.7% |
| 6M | -12.1% | +9.8% | -21.9% | -19.1% |
| YTD | -14.1% | +15.3% | -29.4% | -24.3% |
| 1Y | +15.9% | +20.0% | -4.1% | -1.6% |
| 3Y | +417.8% | +66.2% | +351.6% | +239.1% |
| 5Y | +259.3% | +77.5% | +181.8% | +124.2% |
| 10Y | +192.7% | +201.7% | -9.0% | +21.6% |
| All | +253.7% | +463.6% | -209.8% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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