+55.5%
ZTS vs ECHO
+193.4%
-137.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -4.5% | +2.3% | -6.8% | -4.7% |
| 30D | -3.3% | +4.4% | -7.7% | -3.7% |
| 3M | -9.7% | -20.3% | +10.6% | -8.3% |
| 6M | -38.8% | -15.3% | -23.5% | -38.4% |
| YTD | -41.2% | -15.5% | -25.7% | -40.9% |
| 1Y | -50.3% | +15.0% | -65.3% | -51.5% |
| 3Y | -59.1% | +409.1% | -468.3% | -68.9% |
| 5Y | -62.8% | +260.6% | -323.4% | -70.5% |
| All | +55.5% | +193.4% | -137.9% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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