+24.5%
VEA vs ECHO
+17.8%
+6.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | -1.5% | +3.7% | -5.2% | -1.9% |
| 30D | -0.8% | +0.7% | -1.5% | -0.9% |
| 3M | +2.5% | -27.3% | +29.8% | +5.6% |
| 6M | +11.1% | -17.0% | +28.1% | +12.6% |
| YTD | +17.2% | -14.3% | +31.5% | +18.1% |
| 1Y | +24.5% | +20.9% | +3.6% | +23.1% |
| All | +24.5% | +17.8% | +6.7% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling