+634.5%
VTI vs ECHO
+229.4%
+405.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -1.2% |
| 7D | +0.6% | +8.6% | -7.9% | -0.8% |
| 30D | -1.1% | +3.8% | -4.8% | -1.8% |
| 3M | +3.9% | -19.9% | +23.8% | +7.3% |
| 6M | +14.6% | -12.1% | +26.7% | +15.7% |
| YTD | +13.3% | -14.1% | +27.4% | +14.1% |
| 1Y | +19.2% | +15.9% | +3.3% | +13.3% |
| 3Y | +77.4% | +417.8% | -340.5% | +3.4% |
| 5Y | +74.0% | +259.3% | -185.3% | +9.0% |
| 10Y | +294.6% | +192.7% | +101.9% | +148.0% |
| All | +634.5% | +229.4% | +405.2% | +250.2% |
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