+59.4%
VEA vs ECHO
+253.4%
-194.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -2.1% | +2.3% | -4.4% | -2.2% |
| 30D | -1.1% | +4.4% | -5.5% | -1.4% |
| 3M | +5.1% | -20.3% | +25.4% | +6.4% |
| 6M | +9.8% | -15.3% | +25.1% | +10.6% |
| YTD | +15.9% | -15.5% | +31.4% | +16.6% |
| 1Y | +24.6% | +15.0% | +9.6% | +22.8% |
| 3Y | +75.5% | +409.1% | -333.6% | +46.8% |
| 5Y | +59.4% | +260.6% | -201.2% | +39.0% |
| All | +59.4% | +253.4% | -194.0% | +39.0% |
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 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