+92.1%
ECHO vs ZS
+517.5%
-425.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.4% |
| 7D | +3.4% | -7.8% | +11.2% | +4.1% |
| 30D | +2.4% | +5.0% | -2.7% | +1.8% |
| 3M | -28.0% | +25.5% | -53.5% | -29.6% |
| 6M | -21.2% | +8.7% | -29.9% | -22.9% |
| YTD | -17.4% | -24.5% | +7.1% | -16.5% |
| 1Y | +33.6% | -36.7% | +70.3% | +37.4% |
| 3Y | +419.7% | +7.2% | +412.5% | +405.9% |
| 5Y | +241.7% | -40.9% | +282.6% | +232.6% |
| All | +92.1% | +517.5% | -425.3% | +51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling