-4.9%
VXUS vs ECHO
-20.3%
+15.4%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | -0.7% |
| 7D | -1.8% | -2.4% | +0.6% | -1.5% |
| 30D | -4.6% | -3.1% | -1.4% | -4.2% |
| 3M | -6.1% | +8.7% | -14.8% | -7.5% |
| 6M | -4.9% | -24.8% | +19.9% | -2.9% |
| All | -4.9% | -20.3% | +15.4% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling