+253.7%
ECHO vs ZBRA
+913.0%
-659.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.8% | +6.8% | +5.0% |
| 7D | +8.6% | +2.6% | +6.0% | +7.6% |
| 30D | +3.8% | -6.4% | +10.1% | +5.9% |
| 3M | -19.9% | +51.3% | -71.2% | -31.2% |
| 6M | -12.1% | +60.5% | -72.6% | -26.6% |
| YTD | -14.1% | +45.2% | -59.2% | -26.3% |
| 1Y | +15.9% | +12.3% | +3.5% | +7.5% |
| 3Y | +417.8% | +37.5% | +380.3% | +339.7% |
| 5Y | +259.3% | -39.2% | +298.5% | +278.7% |
| 10Y | +192.7% | +417.0% | -224.3% | +35.0% |
| All | +253.7% | +913.0% | -659.3% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling