+78.9%
ZTS vs ECHO
+155.6%
-76.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.3% |
| 7D | -7.4% | +3.6% | -11.1% | -7.7% |
| 30D | +9.9% | +7.5% | +2.4% | +9.1% |
| 3M | +10.3% | +16.2% | -5.8% | +8.8% |
| 6M | +9.2% | -20.9% | +30.0% | +10.7% |
| YTD | -32.9% | -6.0% | -26.9% | -33.2% |
| 1Y | -29.7% | +43.4% | -73.1% | -32.7% |
| 3Y | -49.0% | +924.0% | -973.0% | -65.2% |
| 5Y | -59.3% | +249.6% | -308.9% | -67.1% |
| 10Y | +78.9% | +151.3% | -72.3% | +54.0% |
| All | +78.9% | +155.6% | -76.7% | +54.0% |
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