+43.4%
ECHO vs ZETA
+91.3%
-47.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.6% | -9.5% | -3.0% |
| 7D | +3.6% | +18.8% | -15.1% | +0.9% |
| 30D | +7.5% | +12.6% | -5.2% | +5.3% |
| 3M | +16.2% | +29.5% | -13.3% | +11.8% |
| 6M | -20.9% | +128.6% | -149.4% | -29.6% |
| YTD | -6.0% | +85.5% | -91.4% | -11.6% |
| 1Y | +43.4% | +90.6% | -47.2% | +34.0% |
| All | +43.4% | +91.3% | -47.9% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling