-58.7%
ZTS vs ECHO
+436.9%
-495.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.0% | -7.0% | -3.1% |
| 7D | -4.8% | +8.6% | -13.4% | -5.0% |
| 30D | +1.2% | +3.8% | -2.5% | +1.1% |
| 3M | -6.0% | -19.9% | +13.9% | -5.4% |
| 6M | -38.7% | -12.1% | -26.7% | -38.6% |
| YTD | -40.6% | -14.1% | -26.6% | -40.5% |
| 1Y | -50.6% | +15.9% | -66.5% | -51.0% |
| 3Y | -58.7% | +417.8% | -476.6% | -63.6% |
| All | -58.7% | +436.9% | -495.6% | -63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling