+251.0%
ECHO vs ZS
-40.8%
+291.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.6% |
| 7D | +5.3% | -3.8% | +9.2% | +5.8% |
| 30D | +2.4% | -6.0% | +8.4% | +3.0% |
| 3M | -21.8% | +32.0% | -53.8% | -24.8% |
| 6M | -16.9% | +2.1% | -19.1% | -18.8% |
| YTD | -16.0% | -26.2% | +10.2% | -14.2% |
| 1Y | +9.3% | -41.2% | +50.4% | +15.4% |
| 3Y | +406.2% | +3.3% | +402.9% | +387.4% |
| 5Y | +251.0% | -40.7% | +291.7% | +230.1% |
| All | +251.0% | -40.8% | +291.7% | +230.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling