+412.7%
ECHO vs ZBH
-19.7%
+432.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.7% | -2.3% |
| 7D | +5.3% | -4.9% | +10.3% | +5.9% |
| 30D | +2.4% | -3.2% | +5.7% | +2.7% |
| 3M | -21.8% | +5.8% | -27.6% | -22.7% |
| 6M | -16.9% | +2.0% | -18.9% | -17.4% |
| YTD | -16.0% | +5.8% | -21.8% | -17.2% |
| 1Y | +9.3% | -7.9% | +17.2% | +10.5% |
| All | +412.7% | -19.7% | +432.5% | +477.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling