-24.8%
ECHO vs STZ
-4.7%
-20.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +4.6% |
| 7D | -2.4% | +4.9% | -7.3% | -0.6% |
| 30D | -3.1% | +20.9% | -24.0% | +3.6% |
| 3M | +8.7% | +8.0% | +0.7% | +12.5% |
| 6M | -24.8% | -5.3% | -19.5% | -21.9% |
| All | -24.8% | -4.7% | -20.1% | -21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling