+160.2%
VXUS vs ECHO
+322.3%
-162.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | -0.6% |
| 7D | -1.8% | -2.4% | +0.6% | -1.5% |
| 30D | -4.6% | -3.1% | -1.4% | -4.3% |
| 3M | -6.1% | +8.7% | -14.8% | -7.4% |
| 6M | -4.9% | -24.8% | +19.9% | -2.0% |
| YTD | +8.1% | -13.0% | +21.0% | +8.4% |
| 1Y | +12.1% | +33.9% | -21.8% | +5.7% |
| 3Y | +63.9% | +791.8% | -727.9% | -5.9% |
| 5Y | +43.1% | +261.7% | -218.6% | -0.6% |
| 10Y | +139.2% | +157.3% | -18.1% | +73.4% |
| All | +160.2% | +322.3% | -162.0% | +48.9% |
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 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