+304.1%
ECHO vs ZYBT
-57.8%
+361.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | +2.3% | -2.5% | +4.7% | +2.3% |
| 30D | +4.4% | -1.2% | +5.6% | +4.4% |
| 3M | -20.3% | +76.7% | -97.0% | -19.2% |
| 6M | -15.3% | +103.6% | -118.9% | -16.3% |
| YTD | -15.5% | +38.3% | -53.8% | -14.7% |
| 1Y | +15.0% | -84.7% | +99.7% | +30.5% |
| All | +304.1% | -57.8% | +361.9% | +325.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling