+198.0%
ECHO vs Z
-5.0%
+203.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.4% | +10.5% | +5.0% |
| 7D | +8.6% | -3.3% | +11.8% | +9.1% |
| 30D | +3.8% | -3.7% | +7.5% | +4.0% |
| 3M | -19.9% | -7.0% | -12.9% | -19.4% |
| 6M | -12.1% | -29.5% | +17.4% | -7.9% |
| YTD | -14.1% | -52.6% | +38.5% | -4.5% |
| 1Y | +15.9% | -64.0% | +79.9% | +34.0% |
| 3Y | +417.8% | -36.4% | +454.3% | +430.2% |
| 5Y | +259.3% | -65.8% | +325.1% | +284.7% |
| All | +198.0% | -5.0% | +203.0% | +138.8% |
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