+412.3%
ECHO vs Z
-32.8%
+445.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | +3.4% | -3.0% | +6.4% | +3.9% |
| 30D | +2.4% | -4.2% | +6.5% | +2.8% |
| 3M | -28.0% | -3.7% | -24.2% | -27.8% |
| 6M | -21.2% | -24.5% | +3.3% | -17.9% |
| YTD | -17.4% | -49.3% | +31.9% | -7.7% |
| 1Y | +33.6% | -58.7% | +92.3% | +54.5% |
| All | +412.3% | -32.8% | +445.1% | +389.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling