+412.7%
ECHO vs ZCMD
-100.0%
+512.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.3% | -2.2% |
| 7D | +5.3% | -4.1% | +9.5% | +5.3% |
| 30D | +2.4% | -22.7% | +25.2% | +2.3% |
| 3M | -21.8% | -62.5% | +40.7% | -21.0% |
| 6M | -16.9% | -99.5% | +82.5% | -18.8% |
| YTD | -16.0% | -99.7% | +83.7% | -18.1% |
| 1Y | +9.3% | -99.9% | +109.2% | +5.8% |
| All | +412.7% | -100.0% | +512.7% | +394.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling