+140.3%
ECHO vs STRL
+3,816.9%
-3,676.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.8% |
| 7D | +9.1% | +23.4% | -14.3% | +3.7% |
| 30D | +7.2% | -39.5% | +46.7% | +19.3% |
| 3M | +6.1% | -45.1% | +51.1% | +20.2% |
| 6M | -24.2% | -64.6% | +40.4% | -6.9% |
| YTD | -9.7% | -1.5% | -8.2% | -18.8% |
| 1Y | +40.9% | -20.8% | +61.7% | +33.2% |
| 3Y | +883.3% | +353.1% | +530.1% | +440.2% |
| 5Y | +224.2% | +942.9% | -718.7% | +37.1% |
| All | +140.3% | +3,816.9% | -3,676.6% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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