+148.6%
ECHO vs ZCMD
-100.0%
+248.6%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.1% | +8.5% | +1.4% |
| 7D | +3.7% | -5.4% | +9.1% | +3.7% |
| 30D | +0.7% | -24.8% | +25.5% | +0.7% |
| 3M | -27.3% | -62.8% | +35.5% | -27.1% |
| 6M | -17.0% | -99.5% | +82.6% | -16.3% |
| YTD | -14.3% | -99.8% | +85.4% | -13.2% |
| 1Y | +20.9% | -99.9% | +120.8% | +23.1% |
| 3Y | +423.0% | -100.0% | +523.0% | +457.7% |
| 5Y | +265.7% | -100.0% | +365.7% | +291.6% |
| All | +148.6% | -100.0% | +248.6% | +201.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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