+15.0%
ECHO vs VIK
+31.2%
-16.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | +2.3% | -1.8% | +4.1% | +2.8% |
| 30D | +4.4% | -17.3% | +21.7% | +9.4% |
| 3M | -20.3% | -5.1% | -15.2% | -19.3% |
| 6M | -15.3% | +16.2% | -31.5% | -17.6% |
| YTD | -15.5% | +17.6% | -33.1% | -17.3% |
| 1Y | +15.0% | +33.5% | -18.5% | +8.7% |
| All | +15.0% | +31.2% | -16.3% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling