+192.5%
ECHO vs VIVK
-100.0%
+292.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.4% | +8.8% | +1.4% |
| 7D | +3.7% | -4.4% | +8.1% | +3.7% |
| 30D | +0.7% | -40.8% | +41.5% | +0.7% |
| 3M | -27.3% | -94.1% | +66.8% | -27.5% |
| 6M | -17.0% | -98.2% | +81.2% | -17.2% |
| YTD | -14.3% | -98.0% | +83.7% | -14.3% |
| 1Y | +20.9% | -100.0% | +120.9% | +19.8% |
| 3Y | +423.0% | -100.0% | +522.9% | +416.9% |
| 5Y | +265.7% | -100.0% | +365.7% | +262.0% |
| All | +192.5% | -100.0% | +292.5% | +176.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling