+259.3%
ECHO vs ZETA
+343.0%
-83.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.3% |
| 7D | +8.6% | -2.4% | +11.0% | +8.9% |
| 30D | +3.8% | +15.6% | -11.8% | +1.3% |
| 3M | -19.9% | +41.5% | -61.4% | -24.6% |
| 6M | -12.1% | +63.4% | -75.5% | -19.7% |
| YTD | -14.1% | +51.3% | -65.4% | -21.0% |
| 1Y | +15.9% | +65.8% | -49.9% | +3.9% |
| 3Y | +417.8% | +279.2% | +138.7% | +312.3% |
| 5Y | +259.3% | +341.8% | -82.4% | +182.9% |
| All | +259.3% | +343.0% | -83.7% | +182.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling