+168.3%
VEA vs ECHO
+216.6%
-48.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.0% | +3.4% | -2.5% | +0.4% |
| 30D | +1.9% | +2.4% | -0.4% | +1.5% |
| 3M | +3.2% | -28.0% | +31.2% | +8.7% |
| 6M | +10.2% | -21.2% | +31.5% | +13.6% |
| YTD | +18.9% | -17.4% | +36.3% | +20.9% |
| 1Y | +29.3% | +33.6% | -4.3% | +19.6% |
| 3Y | +76.8% | +419.7% | -342.9% | +0.9% |
| 5Y | +61.2% | +241.7% | -180.5% | +0.8% |
| 10Y | +163.3% | +180.8% | -17.5% | +63.3% |
| All | +168.3% | +216.6% | -48.3% | +23.5% |
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