+192.5%
ECHO vs ZBRA
+435.2%
-242.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.8% |
| 7D | +3.7% | -3.4% | +7.1% | +4.8% |
| 30D | +0.7% | -7.4% | +8.1% | +3.0% |
| 3M | -27.3% | +57.5% | -84.8% | -37.6% |
| 6M | -17.0% | +64.0% | -80.9% | -30.2% |
| YTD | -14.3% | +44.3% | -58.6% | -25.5% |
| 1Y | +20.9% | +10.9% | +10.0% | +13.6% |
| 3Y | +423.0% | +37.5% | +385.4% | +350.4% |
| 5Y | +265.7% | -39.7% | +305.3% | +281.9% |
| All | +192.5% | +435.2% | -242.8% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling