+184.2%
ECHO vs ZM
+46.9%
+137.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +2.3% | -2.7% | +5.0% | +2.4% |
| 30D | +4.4% | -10.0% | +14.4% | +5.0% |
| 3M | -20.3% | +1.6% | -21.9% | -20.5% |
| 6M | -15.3% | +25.0% | -40.3% | -16.8% |
| YTD | -15.5% | +10.6% | -26.1% | -16.4% |
| 1Y | +15.0% | +14.0% | +1.0% | +13.5% |
| 3Y | +409.1% | +32.5% | +376.7% | +396.2% |
| 5Y | +260.6% | -68.3% | +329.0% | +229.5% |
| All | +184.2% | +46.9% | +137.3% | +158.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling