+926.7%
ECHO vs ZBRA
+58.5%
+868.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.3% |
| 7D | +5.7% | +0.6% | +5.1% | +5.5% |
| 30D | +13.8% | -14.0% | +27.8% | +19.2% |
| 3M | +9.1% | -14.7% | +23.7% | +14.4% |
| 6M | -24.9% | +31.3% | -56.2% | -32.7% |
| YTD | -8.0% | +33.4% | -41.4% | -19.0% |
| 1Y | +42.9% | +34.1% | +8.8% | +25.6% |
| 3Y | +926.7% | +59.9% | +866.8% | +665.5% |
| All | +926.7% | +58.5% | +868.2% | +665.5% |
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