+59.5%
SCHD vs ECHO
+257.7%
-198.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -3.1% | +2.3% | -5.4% | -3.2% |
| 30D | -0.8% | +4.4% | -5.2% | -1.0% |
| 3M | +6.2% | -20.3% | +26.5% | +7.2% |
| 6M | +11.8% | -15.3% | +27.2% | +12.2% |
| YTD | +26.0% | -15.5% | +41.5% | +26.3% |
| 1Y | +28.1% | +15.0% | +13.2% | +26.3% |
| 3Y | +54.6% | +409.1% | -354.6% | +32.6% |
| All | +59.5% | +257.7% | -198.1% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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