+412.3%
ECHO vs STZ
-47.2%
+459.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +3.4% | -1.9% | +5.3% | +3.5% |
| 30D | +2.4% | -1.9% | +4.2% | +2.4% |
| 3M | -28.0% | -6.2% | -21.7% | -27.8% |
| 6M | -21.2% | -14.0% | -7.2% | -20.3% |
| YTD | -17.4% | -5.1% | -12.3% | -17.4% |
| 1Y | +33.6% | -9.6% | +43.2% | +33.6% |
| All | +412.3% | -47.2% | +459.5% | +466.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling