+814.4%
VOO vs ECHO
+522.6%
+291.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.6% | +0.2% |
| 7D | +3.3% | +9.1% | -5.9% | +2.0% |
| 30D | -2.7% | +7.2% | -9.9% | -3.8% |
| 3M | -1.7% | +6.1% | -7.8% | -2.8% |
| 6M | +3.1% | -24.2% | +27.3% | +6.1% |
| YTD | +11.9% | -9.7% | +21.7% | +11.6% |
| 1Y | +12.1% | +40.9% | -28.9% | +4.7% |
| 3Y | +78.6% | +883.3% | -804.7% | +1.5% |
| 5Y | +73.8% | +224.2% | -150.4% | +26.1% |
| 10Y | +312.3% | +141.3% | +171.0% | +209.0% |
| All | +814.4% | +522.6% | +291.8% | +382.2% |
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