+151.3%
ECHO vs STRL
+4,073.8%
-3,922.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | -3.0% |
| 7D | +3.6% | +7.1% | -3.5% | +1.8% |
| 30D | +7.5% | -39.4% | +46.8% | +19.6% |
| 3M | +16.2% | -43.0% | +59.1% | +30.4% |
| 6M | -20.9% | -65.0% | +44.1% | -2.6% |
| YTD | -6.0% | -0.8% | -5.2% | -15.6% |
| 1Y | +43.4% | -20.3% | +63.7% | +35.3% |
| 3Y | +924.0% | +356.5% | +567.5% | +461.5% |
| 5Y | +249.6% | +952.8% | -703.2% | +47.5% |
| 10Y | +151.3% | +3,877.1% | -3,725.8% | -24.3% |
| All | +151.3% | +4,073.8% | -3,922.5% | -24.3% |
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