+260.6%
ECHO vs ZBH
-31.2%
+291.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | +2.3% | -6.6% | +8.8% | +3.5% |
| 30D | +4.4% | -4.9% | +9.3% | +5.2% |
| 3M | -20.3% | +5.1% | -25.4% | -21.7% |
| 6M | -15.3% | +1.3% | -16.7% | -16.3% |
| YTD | -15.5% | +3.4% | -18.9% | -17.0% |
| 1Y | +15.0% | -8.7% | +23.7% | +15.9% |
| 3Y | +409.1% | -21.2% | +430.4% | +429.1% |
| 5Y | +260.6% | -29.2% | +289.8% | +275.8% |
| All | +260.6% | -31.2% | +291.8% | +275.8% |
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