+34.2%
ECHO vs VIVK
-100.0%
+134.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -27.5% | +24.2% | -2.9% |
| 7D | +4.6% | -68.7% | +73.2% | +5.9% |
| 30D | +0.4% | -90.0% | +90.4% | +3.2% |
| 3M | +7.7% | -98.1% | +105.7% | +12.6% |
| 6M | -18.0% | -99.9% | +81.9% | -12.2% |
| YTD | -9.3% | -99.9% | +90.6% | -1.4% |
| 1Y | +34.2% | -100.0% | +134.2% | +70.1% |
| All | +34.2% | -100.0% | +134.2% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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