+11.8%
ECHO vs STZ
-14.7%
+26.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.6% | +9.6% | +4.9% |
| 7D | +8.6% | -7.4% | +16.0% | +9.9% |
| 30D | +3.8% | -10.9% | +14.6% | +5.7% |
| 3M | -19.9% | -13.4% | -6.5% | -18.1% |
| 6M | -12.1% | -16.2% | +4.1% | -9.0% |
| YTD | -14.1% | -10.4% | -3.6% | -19.3% |
| All | +11.8% | -14.7% | +26.5% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling