+262.5%
ECHO vs STZ
-29.7%
+292.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +5.4% |
| 7D | -2.4% | +4.9% | -7.3% | -3.0% |
| 30D | -3.1% | +20.9% | -24.0% | -5.8% |
| 3M | +8.7% | +8.0% | +0.7% | +7.4% |
| 6M | -24.8% | -5.3% | -19.5% | -24.1% |
| YTD | -13.0% | +5.9% | -18.9% | -14.5% |
| 1Y | +33.9% | +14.2% | +19.7% | +30.2% |
| 3Y | +791.8% | -37.0% | +828.8% | +891.0% |
| All | +262.5% | -29.7% | +292.2% | +266.7% |
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 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