+553.0%
SCHD vs ECHO
+357.5%
+195.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.7% |
| 7D | -2.6% | +5.3% | -8.0% | -3.2% |
| 30D | -0.3% | +2.4% | -2.7% | -0.6% |
| 3M | +6.1% | -21.8% | +27.9% | +8.5% |
| 6M | +11.7% | -16.9% | +28.6% | +12.9% |
| YTD | +26.3% | -16.0% | +42.3% | +27.1% |
| 1Y | +28.8% | +9.3% | +19.5% | +25.2% |
| 3Y | +55.0% | +406.2% | -351.2% | +7.6% |
| 5Y | +60.0% | +251.0% | -190.9% | +17.9% |
| 10Y | +243.1% | +191.3% | +51.9% | +154.5% |
| All | +553.0% | +357.5% | +195.5% | +321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling