+260.6%
ECHO vs VIAV
+128.3%
+132.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.6% |
| 7D | +2.3% | +11.2% | -8.9% | -0.3% |
| 30D | +4.4% | -2.6% | +7.0% | +4.5% |
| 3M | -20.3% | -20.1% | -0.2% | -17.7% |
| 6M | -15.3% | +25.8% | -41.2% | -24.6% |
| YTD | -15.5% | +109.9% | -125.4% | -37.0% |
| 1Y | +15.0% | +214.3% | -199.3% | -26.8% |
| 3Y | +409.1% | +281.6% | +127.5% | +192.0% |
| 5Y | +260.6% | +132.6% | +128.0% | +126.2% |
| All | +260.6% | +128.3% | +132.3% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling