+526.0%
ECHO vs VIVK
-100.0%
+626.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.3% | +4.1% | -2.2% |
| 7D | +5.3% | -7.9% | +13.2% | +5.3% |
| 30D | +2.4% | -42.0% | +44.4% | +2.5% |
| 3M | -21.8% | -92.5% | +70.7% | -21.7% |
| 6M | -16.9% | -98.0% | +81.1% | -16.7% |
| YTD | -16.0% | -97.9% | +81.9% | -15.8% |
| 1Y | +9.3% | -100.0% | +109.2% | +9.7% |
| 3Y | +406.2% | -100.0% | +506.2% | +407.7% |
| 5Y | +251.0% | -100.0% | +351.0% | +252.1% |
| 10Y | +191.3% | -100.0% | +291.3% | +189.4% |
| All | +526.0% | -100.0% | +626.0% | +491.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling