+864.6%
VUG vs ECHO
+256.8%
+607.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.9% | -4.2% | +1.6% |
| 7D | +0.5% | +3.0% | -2.5% | -0.1% |
| 30D | -8.2% | +6.7% | -14.9% | -9.3% |
| 3M | -5.4% | +12.4% | -17.8% | -7.5% |
| 6M | -2.5% | -20.4% | +17.9% | +0.3% |
| YTD | +4.2% | -6.9% | +11.1% | +3.5% |
| 1Y | +5.0% | +37.7% | -32.7% | -2.8% |
| 3Y | +81.7% | +902.9% | -821.1% | -6.2% |
| 5Y | +62.5% | +275.3% | -212.8% | +4.5% |
| 10Y | +396.3% | +159.0% | +237.3% | +236.3% |
| All | +864.6% | +256.8% | +607.8% | +370.7% |
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