+249.6%
ECHO vs ZETA
+271.1%
-21.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.6% | -9.5% | -3.2% |
| 7D | +3.6% | +18.8% | -15.1% | +0.7% |
| 30D | +7.5% | +12.6% | -5.2% | +5.3% |
| 3M | +16.2% | +29.5% | -13.3% | +10.9% |
| 6M | -20.9% | +128.6% | -149.4% | -32.0% |
| YTD | -6.0% | +85.5% | -91.4% | -17.2% |
| 1Y | +43.4% | +90.6% | -47.2% | +25.3% |
| 3Y | +924.0% | +358.0% | +566.0% | +660.9% |
| 5Y | +249.6% | +282.0% | -32.3% | +153.1% |
| All | +249.6% | +271.1% | -21.5% | +153.1% |
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 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