+191.3%
ECHO vs STZ
-13.0%
+204.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.4% |
| 7D | +5.3% | -6.0% | +11.4% | +7.1% |
| 30D | +2.4% | -8.9% | +11.3% | +4.9% |
| 3M | -21.8% | -12.6% | -9.2% | -19.3% |
| 6M | -16.9% | -17.2% | +0.3% | -13.1% |
| YTD | -16.0% | -10.0% | -6.0% | -14.8% |
| 1Y | +9.3% | -14.3% | +23.6% | +12.6% |
| 3Y | +406.2% | -49.9% | +456.1% | +513.7% |
| 5Y | +251.0% | -38.2% | +289.2% | +288.6% |
| 10Y | +191.3% | -12.0% | +203.2% | +192.2% |
| All | +191.3% | -13.0% | +204.3% | +192.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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