+240.0%
ECHO vs ZBH
+72.7%
+167.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +3.4% | -2.8% | +6.2% | +4.5% |
| 30D | +2.4% | -0.1% | +2.5% | +2.3% |
| 3M | -28.0% | +13.4% | -41.4% | -32.0% |
| 6M | -21.2% | +3.0% | -24.2% | -23.2% |
| YTD | -17.4% | +9.7% | -27.0% | -21.6% |
| 1Y | +33.6% | -5.4% | +39.0% | +32.9% |
| 3Y | +419.7% | -15.6% | +435.2% | +429.5% |
| 5Y | +241.7% | -28.1% | +269.8% | +263.3% |
| 10Y | +180.8% | -15.2% | +196.0% | +163.9% |
| All | +240.0% | +72.7% | +167.3% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling