+167.8%
ECHO vs Z
+10.9%
+156.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.8% | +3.2% | +6.4% |
| 7D | +3.0% | -5.2% | +8.2% | +3.8% |
| 30D | +6.7% | +5.7% | +1.0% | +5.2% |
| 3M | +12.4% | -8.7% | +21.1% | +12.8% |
| 6M | -20.4% | -26.0% | +5.6% | -17.6% |
| YTD | -6.9% | -55.0% | +48.1% | +3.7% |
| 1Y | +37.7% | -58.0% | +95.7% | +54.9% |
| 3Y | +902.9% | -15.2% | +918.1% | +874.2% |
| 5Y | +275.3% | -53.8% | +329.1% | +286.1% |
| 10Y | +159.0% | -14.5% | +173.5% | +103.1% |
| All | +167.8% | +10.9% | +156.9% | +95.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling