+234.6%
ECHO vs ZM
-60.9%
+295.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.4% |
| 7D | +5.7% | +11.0% | -5.4% | +3.2% |
| 30D | +13.8% | +5.6% | +8.2% | +12.4% |
| 3M | +9.1% | -9.1% | +18.2% | +10.9% |
| 6M | -24.9% | -2.6% | -22.4% | -25.2% |
| YTD | -8.0% | +15.7% | -23.7% | -13.1% |
| 1Y | +42.9% | +18.8% | +24.1% | +33.8% |
| 3Y | +926.7% | +62.2% | +864.5% | +786.5% |
| All | +234.6% | -60.9% | +295.4% | +179.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling