+192.5%
ECHO vs ZBH
-16.2%
+208.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +3.7% | -4.7% | +8.4% | +5.2% |
| 30D | +0.7% | -4.5% | +5.2% | +2.0% |
| 3M | -27.3% | +7.6% | -34.9% | -29.8% |
| 6M | -17.0% | +0.3% | -17.3% | -18.2% |
| YTD | -14.3% | +4.5% | -18.8% | -17.1% |
| 1Y | +20.9% | -9.4% | +30.3% | +22.2% |
| 3Y | +423.0% | -21.5% | +444.4% | +447.7% |
| 5Y | +265.7% | -28.4% | +294.1% | +288.1% |
| All | +192.5% | -16.2% | +208.6% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 10y: compounded portfolio wealth divided by compounded ZBH 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…
10y analysis · Full analysis span regression · 6 months rolling