+75.0%
VTI vs ECHO
+262.7%
-187.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | -0.9% | +3.7% | -4.6% | -1.2% |
| 30D | -1.4% | +0.7% | -2.1% | -1.5% |
| 3M | +3.6% | -27.3% | +30.9% | +5.7% |
| 6M | +13.6% | -17.0% | +30.6% | +14.5% |
| YTD | +12.9% | -14.3% | +27.2% | +13.4% |
| 1Y | +17.2% | +20.9% | -3.7% | +14.8% |
| 3Y | +75.7% | +423.0% | -347.3% | +44.7% |
| All | +75.0% | +262.7% | -187.7% | +51.1% |
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