+33.6%
ECHO vs VIAV
+200.0%
-166.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.6% | -0.3% |
| 7D | +3.4% | -4.6% | +8.0% | +3.8% |
| 30D | +2.4% | -10.4% | +12.7% | +3.2% |
| 3M | -28.0% | -34.5% | +6.5% | -26.9% |
| 6M | -21.2% | +7.0% | -28.2% | -22.0% |
| YTD | -17.4% | +95.6% | -113.0% | -14.3% |
| 1Y | +33.6% | +197.2% | -163.6% | +50.3% |
| All | +33.6% | +200.0% | -166.4% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 1y: compounded portfolio wealth divided by compounded VIAV 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…
1y analysis · Full analysis span regression · 6 months rolling