+183.8%
VXUS vs ECHO
+300.8%
-117.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | +3.4% | -2.4% | +0.6% |
| 30D | +2.2% | +2.4% | -0.2% | +1.8% |
| 3M | +3.0% | -28.0% | +30.9% | +7.2% |
| 6M | +10.7% | -21.2% | +31.9% | +13.3% |
| YTD | +17.8% | -17.4% | +35.2% | +19.4% |
| 1Y | +27.6% | +33.6% | -6.0% | +20.2% |
| 3Y | +73.3% | +419.7% | -346.4% | +11.6% |
| 5Y | +54.3% | +241.7% | -187.4% | +8.1% |
| 10Y | +149.8% | +180.8% | -30.9% | +73.3% |
| All | +183.8% | +300.8% | -117.0% | +64.0% |
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