+159.8%
ECHO vs Z
-19.5%
+179.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.5% | +8.4% | +3.8% |
| 7D | +2.2% | -6.5% | +8.6% | +3.1% |
| 30D | +9.8% | -0.1% | +9.9% | +9.2% |
| 3M | +16.8% | -14.1% | +31.0% | +18.4% |
| 6M | -18.1% | -30.1% | +12.0% | -14.5% |
| YTD | -4.2% | -57.5% | +53.3% | +7.6% |
| 1Y | +41.2% | -60.3% | +101.6% | +60.1% |
| 3Y | +943.7% | -21.0% | +964.7% | +924.3% |
| 5Y | +277.5% | -54.9% | +332.4% | +289.3% |
| 10Y | +159.8% | -16.0% | +175.8% | +103.1% |
| All | +159.8% | -19.5% | +179.3% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling