+260.6%
ECHO vs VIVK
-100.0%
+360.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.6% |
| 7D | +2.3% | -9.5% | +11.8% | +2.3% |
| 30D | +4.4% | -35.1% | +39.5% | +4.2% |
| 3M | -20.3% | -93.4% | +73.1% | -21.3% |
| 6M | -15.3% | -98.0% | +82.6% | -16.7% |
| YTD | -15.5% | -97.9% | +82.4% | -15.9% |
| 1Y | +15.0% | -100.0% | +114.9% | +9.3% |
| 3Y | +409.1% | -100.0% | +509.1% | +381.9% |
| 5Y | +260.6% | -100.0% | +360.6% | +245.0% |
| All | +260.6% | -100.0% | +360.6% | +245.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling