+34.2%
ECHO vs ZM
+8.0%
+26.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +4.6% | -8.4% | +13.0% | +4.9% |
| 30D | +0.4% | -1.9% | +2.3% | +0.6% |
| 3M | +7.7% | -10.1% | +17.7% | +7.8% |
| 6M | -18.0% | -13.9% | -4.2% | -18.0% |
| YTD | -9.3% | +6.4% | -15.7% | -6.1% |
| 1Y | +34.2% | +9.6% | +24.7% | +39.0% |
| All | +34.2% | +8.0% | +26.2% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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