+241.6%
ECHO vs Z
-64.8%
+306.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +3.4% | -3.0% | +6.4% | +3.8% |
| 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% | -18.5% |
| YTD | -17.4% | -49.3% | +31.9% | -9.6% |
| 1Y | +33.6% | -58.7% | +92.3% | +50.3% |
| 3Y | +419.7% | -34.1% | +453.8% | +425.1% |
| All | +241.6% | -64.8% | +306.4% | +226.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling