+415.7%
ECHO vs ZBRA
+33.4%
+382.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +2.3% | -3.8% | +6.1% | +3.6% |
| 30D | +4.4% | -10.2% | +14.6% | +8.2% |
| 3M | -20.3% | +58.7% | -79.0% | -33.8% |
| 6M | -15.3% | +61.9% | -77.3% | -31.2% |
| YTD | -15.5% | +41.7% | -57.2% | -28.1% |
| 1Y | +15.0% | +12.4% | +2.6% | +7.4% |
| All | +415.7% | +33.4% | +382.3% | +283.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling