+137.6%
VGT vs ECHO
+251.4%
-113.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.1% |
| 7D | +1.5% | +5.3% | -3.9% | +1.0% |
| 30D | +0.5% | +2.4% | -1.9% | +0.3% |
| 3M | +5.3% | -21.8% | +27.1% | +7.3% |
| 6M | +32.4% | -16.9% | +49.4% | +33.9% |
| YTD | +28.6% | -16.0% | +44.6% | +29.7% |
| 1Y | +37.6% | +9.3% | +28.4% | +35.5% |
| 3Y | +125.5% | +406.2% | -280.7% | +81.2% |
| All | +137.6% | +251.4% | -113.8% | +100.3% |
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 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