+161.1%
VEA vs ECHO
+197.5%
-36.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | -1.5% | +3.7% | -5.2% | -1.8% |
| 30D | -0.8% | +0.7% | -1.5% | -0.9% |
| 3M | +2.5% | -27.3% | +29.8% | +5.7% |
| 6M | +11.1% | -17.0% | +28.1% | +12.7% |
| YTD | +17.2% | -14.3% | +31.5% | +18.0% |
| 1Y | +24.5% | +20.9% | +3.6% | +20.6% |
| 3Y | +75.4% | +423.0% | -347.5% | +25.8% |
| 5Y | +61.1% | +265.7% | -204.6% | +22.5% |
| All | +161.1% | +197.5% | -36.5% | +109.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling