+253.7%
ECHO vs VIAV
+414.5%
-160.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +11.2% | -7.1% | +1.3% |
| 7D | +8.6% | +11.3% | -2.7% | +5.6% |
| 30D | +3.8% | -1.0% | +4.8% | +3.4% |
| 3M | -19.9% | -20.5% | +0.6% | -16.8% |
| 6M | -12.1% | +39.0% | -51.1% | -22.8% |
| YTD | -14.1% | +117.5% | -131.5% | -34.4% |
| 1Y | +15.9% | +233.8% | -217.9% | -22.1% |
| 3Y | +417.8% | +295.4% | +122.4% | +227.3% |
| 5Y | +259.3% | +134.3% | +125.0% | +154.4% |
| 10Y | +192.7% | +398.7% | -206.0% | +68.3% |
| All | +253.7% | +414.5% | -160.8% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling