+230.9%
ECHO vs ZETA
+247.9%
-17.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.6% |
| 7D | +3.4% | +2.7% | +0.8% | +3.0% |
| 30D | +2.4% | +15.8% | -13.5% | -0.1% |
| 3M | -28.0% | +35.4% | -63.4% | -31.6% |
| 6M | -21.2% | +67.1% | -88.4% | -28.2% |
| YTD | -17.4% | +54.1% | -71.4% | -24.1% |
| 1Y | +33.6% | +67.8% | -34.2% | +19.8% |
| 3Y | +419.7% | +311.4% | +108.3% | +313.3% |
| 5Y | +241.7% | +324.8% | -83.1% | +166.7% |
| All | +230.9% | +247.9% | -17.1% | +162.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling