+259.3%
ECHO vs STZ
-36.5%
+295.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.6% | +9.6% | +4.9% |
| 7D | +8.6% | -7.4% | +16.0% | +9.8% |
| 30D | +3.8% | -10.9% | +14.6% | +5.5% |
| 3M | -19.9% | -13.4% | -6.5% | -18.3% |
| 6M | -12.1% | -16.2% | +4.1% | -9.8% |
| YTD | -14.1% | -10.4% | -3.6% | -13.5% |
| 1Y | +15.9% | -14.8% | +30.6% | +17.8% |
| 3Y | +417.8% | -50.1% | +468.0% | +509.0% |
| 5Y | +259.3% | -38.8% | +298.1% | +276.6% |
| All | +259.3% | -36.5% | +295.9% | +276.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling