+262.5%
ECHO vs STRL
+779.4%
-516.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.8% | +4.5% |
| 7D | -2.4% | -26.9% | +24.5% | +4.0% |
| 30D | -3.1% | -52.7% | +49.5% | +13.2% |
| 3M | +8.7% | -52.8% | +61.6% | +26.6% |
| 6M | -24.8% | -71.5% | +46.7% | -4.2% |
| YTD | -13.0% | -17.4% | +4.5% | -19.2% |
| 1Y | +33.9% | -35.0% | +68.9% | +31.9% |
| 3Y | +791.8% | +239.2% | +552.6% | +378.3% |
| All | +262.5% | +779.4% | -516.8% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling