+234.6%
ECHO vs ZBH
-16.1%
+250.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.1% |
| 7D | +5.7% | -2.3% | +7.9% | +6.1% |
| 30D | +13.8% | +12.5% | +1.4% | +11.3% |
| 3M | +9.1% | +3.9% | +5.1% | +8.1% |
| 6M | -24.9% | +25.4% | -50.4% | -29.1% |
| YTD | -8.0% | +15.7% | -23.7% | -11.7% |
| 1Y | +42.9% | +15.2% | +27.7% | +37.2% |
| 3Y | +926.7% | +0.3% | +926.4% | +900.1% |
| All | +234.6% | -16.1% | +250.7% | +240.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling