+34.2%
ECHO vs ZS
-31.8%
+66.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +4.6% | -12.3% | +16.8% | +5.2% |
| 30D | +0.4% | +11.2% | -10.8% | -0.1% |
| 3M | +7.7% | +37.5% | -29.8% | +6.2% |
| 6M | -18.0% | +57.8% | -75.9% | -19.5% |
| YTD | -9.3% | -0.2% | -9.1% | +0.8% |
| 1Y | +34.2% | -31.6% | +65.8% | +62.4% |
| All | +34.2% | -31.8% | +66.0% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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