+417.8%
ECHO vs ZETA
+281.1%
+136.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.4% |
| 7D | +8.6% | -2.4% | +11.0% | +9.1% |
| 30D | +3.8% | +15.6% | -11.8% | 0.0% |
| 3M | -19.9% | +41.5% | -61.4% | -27.0% |
| 6M | -12.1% | +63.4% | -75.5% | -23.6% |
| YTD | -14.1% | +51.3% | -65.4% | -24.6% |
| 1Y | +15.9% | +65.8% | -49.9% | -2.6% |
| 3Y | +417.8% | +279.2% | +138.7% | +120.6% |
| All | +417.8% | +281.1% | +136.8% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling