+54.4%
VXUS vs ECHO
+242.1%
-187.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | +3.4% | -2.4% | +0.8% |
| 30D | +2.2% | +2.4% | -0.2% | +2.0% |
| 3M | +3.0% | -28.0% | +30.9% | +4.9% |
| 6M | +10.7% | -21.2% | +31.9% | +11.9% |
| YTD | +17.8% | -17.4% | +35.2% | +18.7% |
| 1Y | +27.6% | +33.6% | -6.0% | +24.7% |
| 3Y | +73.3% | +419.7% | -346.4% | +45.3% |
| All | +54.4% | +242.1% | -187.7% | +36.3% |
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