+33.6%
ECHO vs ZBRA
+18.2%
+15.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +3.4% | +1.8% | +1.6% | +3.1% |
| 30D | +2.4% | -1.7% | +4.1% | +2.6% |
| 3M | -28.0% | +47.8% | -75.7% | -32.5% |
| 6M | -21.2% | +56.7% | -78.0% | -27.2% |
| YTD | -17.4% | +49.4% | -66.8% | -22.6% |
| 1Y | +33.6% | +16.5% | +17.0% | +25.9% |
| All | +33.6% | +18.2% | +15.4% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 1y: compounded portfolio wealth divided by compounded ZBRA 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…
1y analysis · Full analysis span regression · 6 months rolling