+520.3%
ECHO vs VIK
+243.7%
+276.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.4% |
| 7D | +5.7% | +2.7% | +3.0% | +4.3% |
| 30D | +13.8% | +8.8% | +5.0% | +9.0% |
| 3M | +9.1% | -15.3% | +24.4% | +17.6% |
| 6M | -24.9% | +9.4% | -34.3% | -29.2% |
| YTD | -8.0% | +25.9% | -33.9% | -21.1% |
| 1Y | +42.9% | +51.0% | -8.1% | +8.9% |
| All | +520.3% | +243.7% | +276.7% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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