+314.1%
VOO vs ECHO
+193.4%
+120.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -2.0% | +2.3% | -4.3% | -2.2% |
| 30D | -1.7% | +4.4% | -6.1% | -2.1% |
| 3M | +4.7% | -20.3% | +25.0% | +6.9% |
| 6M | +12.6% | -15.3% | +27.9% | +13.7% |
| YTD | +11.8% | -15.5% | +27.3% | +12.6% |
| 1Y | +17.5% | +15.0% | +2.6% | +14.1% |
| 3Y | +77.0% | +409.1% | -332.2% | +27.1% |
| 5Y | +82.6% | +260.6% | -178.0% | +38.6% |
| All | +314.1% | +193.4% | +120.7% | +232.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling