+146.3%
VXUS vs ECHO
+139.8%
+6.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.0% | -0.5% |
| 7D | +2.3% | +9.1% | -6.8% | +1.3% |
| 30D | -2.2% | +7.2% | -9.4% | -3.1% |
| 3M | -5.4% | +6.1% | -11.5% | -6.2% |
| 6M | -1.2% | -24.2% | +22.9% | +0.9% |
| YTD | +10.4% | -9.7% | +20.1% | +10.3% |
| 1Y | +11.8% | +40.9% | -29.1% | +6.6% |
| 3Y | +68.4% | +883.3% | -814.9% | +8.6% |
| 5Y | +45.9% | +224.2% | -178.3% | +17.1% |
| All | +146.3% | +139.8% | +6.5% | +107.2% |
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 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