+144.9%
ECHO vs STLA
-4.1%
+149.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.2% |
| 7D | +5.7% | -13.8% | +19.5% | +10.5% |
| 30D | +13.8% | -10.5% | +24.4% | +17.1% |
| 3M | +9.1% | -28.9% | +37.9% | +19.5% |
| 6M | -24.9% | -49.7% | +24.8% | -8.6% |
| YTD | -8.0% | -64.9% | +56.9% | +22.5% |
| 1Y | +42.9% | -64.0% | +106.9% | +88.2% |
| 3Y | +926.7% | -77.4% | +1,004.1% | +1,423.4% |
| 5Y | +230.4% | -74.4% | +304.8% | +357.4% |
| All | +144.9% | -4.1% | +149.0% | +136.2% |
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