+259.8%
ECHO vs ZM
-68.2%
+327.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +3.7% | -5.7% | +9.4% | +4.9% |
| 30D | +0.7% | -9.1% | +9.8% | +2.5% |
| 3M | -27.3% | +3.5% | -30.8% | -28.2% |
| 6M | -17.0% | +25.7% | -42.6% | -22.7% |
| YTD | -14.3% | +10.8% | -25.1% | -18.2% |
| 1Y | +20.9% | +12.8% | +8.1% | +14.6% |
| 3Y | +423.0% | +33.1% | +389.8% | +369.5% |
| All | +259.8% | -68.2% | +327.9% | +259.6% |
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