+96.5%
ECHO vs ZS
+494.5%
-398.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +2.3% | -8.1% | +10.3% | +3.0% |
| 30D | +4.4% | -8.4% | +12.8% | +5.1% |
| 3M | -20.3% | +31.1% | -51.4% | -22.4% |
| 6M | -15.3% | +4.4% | -19.7% | -16.9% |
| YTD | -15.5% | -27.3% | +11.8% | -14.3% |
| 1Y | +15.0% | -41.4% | +56.3% | +19.0% |
| 3Y | +409.1% | +1.7% | +407.5% | +397.7% |
| 5Y | +260.6% | -39.6% | +300.2% | +251.2% |
| All | +96.5% | +494.5% | -398.0% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling