+137.6%
ECHO vs Z
+25.1%
+112.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.9% |
| 6M | -21.2% | -24.5% | +3.3% | -18.3% |
| YTD | -17.4% | -49.3% | +31.9% | -9.0% |
| 1Y | +33.6% | -58.7% | +92.3% | +51.5% |
| 3Y | +419.7% | -34.1% | +453.8% | +429.7% |
| 5Y | +241.7% | -64.5% | +306.2% | +265.0% |
| 10Y | +180.8% | -0.5% | +181.2% | +116.2% |
| All | +137.6% | +25.1% | +112.5% | +71.2% |
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