+177.9%
ECHO vs ZM
+55.9%
+122.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | -0.2% |
| 7D | +3.4% | +2.9% | +0.5% | +3.2% |
| 30D | +2.4% | +0.7% | +1.7% | +2.3% |
| 3M | -28.0% | -3.7% | -24.3% | -27.9% |
| 6M | -21.2% | +29.9% | -51.1% | -22.7% |
| YTD | -17.4% | +17.4% | -34.8% | -18.5% |
| 1Y | +33.6% | +22.4% | +11.2% | +31.4% |
| 3Y | +419.7% | +41.3% | +378.4% | +404.8% |
| 5Y | +241.7% | -66.0% | +307.7% | +211.5% |
| All | +177.9% | +55.9% | +122.0% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling