+238.4%
ECHO vs ZETA
+239.2%
-0.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +2.3% | -6.5% | +8.8% | +3.3% |
| 30D | +4.4% | +4.8% | -0.4% | +3.5% |
| 3M | -20.3% | +53.3% | -73.6% | -25.7% |
| 6M | -15.3% | +66.8% | -82.2% | -22.8% |
| YTD | -15.5% | +50.2% | -65.7% | -22.1% |
| 1Y | +15.0% | +62.0% | -47.1% | +3.7% |
| 3Y | +409.1% | +276.4% | +132.8% | +307.7% |
| 5Y | +260.6% | +341.6% | -81.0% | +181.2% |
| All | +238.4% | +239.2% | -0.7% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ZETA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling