+191.3%
ECHO vs STLA
+46.8%
+144.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.4% | -1.7% |
| 7D | +5.3% | +0.4% | +5.0% | +5.2% |
| 30D | +2.4% | -5.2% | +7.6% | +3.8% |
| 3M | -21.8% | -24.9% | +3.1% | -15.0% |
| 6M | -16.9% | -25.2% | +8.3% | -9.8% |
| YTD | -16.0% | -51.4% | +35.4% | +2.1% |
| 1Y | +9.3% | -40.7% | +50.0% | +22.5% |
| 3Y | +406.2% | -66.3% | +472.5% | +568.9% |
| 5Y | +251.0% | -63.2% | +314.2% | +336.4% |
| 10Y | +191.3% | +48.7% | +142.5% | +151.4% |
| All | +191.3% | +46.8% | +144.5% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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