+810.9%
VOO vs ECHO
+534.4%
+276.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | +2.6% | +5.7% | -3.1% | +1.8% |
| 30D | -2.0% | +13.8% | -15.8% | -3.9% |
| 3M | -2.8% | +9.1% | -11.8% | -4.2% |
| 6M | +2.2% | -24.9% | +27.1% | +5.3% |
| YTD | +11.5% | -8.0% | +19.5% | +10.9% |
| 1Y | +13.5% | +42.9% | -29.4% | +5.9% |
| 3Y | +78.1% | +926.7% | -848.6% | +0.3% |
| 5Y | +73.1% | +230.4% | -157.2% | +25.3% |
| 10Y | +310.7% | +145.9% | +164.9% | +207.1% |
| All | +810.9% | +534.4% | +276.5% | +379.2% |
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 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