+104.6%
VGT vs ECHO
+227.9%
-123.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.9% |
| 7D | +2.5% | +5.7% | -3.2% | +1.9% |
| 30D | -9.5% | +13.8% | -23.3% | -10.6% |
| 3M | -9.5% | +9.1% | -18.6% | -10.3% |
| 6M | -1.8% | -24.9% | +23.2% | +0.2% |
| YTD | +18.4% | -8.0% | +26.4% | +18.3% |
| 1Y | +18.7% | +42.9% | -24.2% | +14.2% |
| 3Y | +103.8% | +926.7% | -822.9% | +46.4% |
| All | +104.6% | +227.9% | -123.2% | +75.2% |
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