+150.4%
ECHO vs Z
+6.9%
+143.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.4% | +7.7% | +5.6% |
| 7D | -2.4% | -4.6% | +2.2% | -1.8% |
| 30D | -3.1% | +8.3% | -11.5% | -5.0% |
| 3M | +8.7% | -11.6% | +20.3% | +9.7% |
| 6M | -24.8% | -33.6% | +8.9% | -20.8% |
| YTD | -13.0% | -56.7% | +43.7% | -2.5% |
| 1Y | +33.9% | -59.1% | +93.1% | +51.2% |
| 3Y | +791.8% | -20.4% | +812.2% | +774.9% |
| 5Y | +261.7% | -55.3% | +317.0% | +273.7% |
| 10Y | +157.3% | -14.2% | +171.5% | +101.5% |
| All | +150.4% | +6.9% | +143.5% | +83.4% |
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 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