+34.2%
ECHO vs ZYBT
-42.3%
+76.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.3% |
| 7D | +4.6% | -3.5% | +8.1% | +4.6% |
| 30D | +0.4% | +15.1% | -14.7% | +0.5% |
| 3M | +7.7% | +7.0% | +0.6% | +7.8% |
| 6M | -18.0% | +37.7% | -55.7% | -16.1% |
| YTD | -9.3% | +19.1% | -28.4% | -7.4% |
| 1Y | +34.2% | -38.3% | +72.5% | +25.0% |
| All | +34.2% | -42.3% | +76.5% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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