+420.5%
VUG vs ECHO
+187.5%
+232.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.2% |
| 7D | +0.1% | +5.3% | -5.2% | -0.5% |
| 30D | -1.7% | +2.4% | -4.1% | -2.0% |
| 3M | +2.8% | -21.8% | +24.6% | +5.3% |
| 6M | +13.6% | -16.9% | +30.5% | +15.2% |
| YTD | +8.1% | -16.0% | +24.1% | +9.1% |
| 1Y | +13.1% | +9.3% | +3.8% | +10.5% |
| 3Y | +87.0% | +406.2% | -319.2% | +34.4% |
| 5Y | +76.0% | +251.0% | -175.0% | +34.4% |
| 10Y | +420.5% | +191.3% | +229.2% | +320.0% |
| All | +420.5% | +187.5% | +232.9% | +320.0% |
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