+192.5%
ECHO vs VIAV
+419.4%
-227.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +0.4% |
| 7D | +3.7% | +11.2% | -7.4% | +0.5% |
| 30D | +0.7% | -10.1% | +10.8% | +3.2% |
| 3M | -27.3% | -22.9% | -4.4% | -23.6% |
| 6M | -17.0% | +28.8% | -45.8% | -28.0% |
| YTD | -14.3% | +117.5% | -131.8% | -39.7% |
| 1Y | +20.9% | +216.1% | -195.2% | -27.0% |
| 3Y | +423.0% | +292.2% | +130.8% | +182.4% |
| 5Y | +265.7% | +141.0% | +124.7% | +128.0% |
| All | +192.5% | +419.4% | -227.0% | +48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling