-49.0%
ZTS vs ECHO
+923.2%
-972.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.8% | +0.1% |
| 7D | -0.6% | +2.2% | -2.8% | -0.7% |
| 30D | +11.0% | +9.8% | +1.1% | +10.6% |
| 3M | +10.9% | +16.8% | -5.9% | +10.3% |
| 6M | +0.9% | -18.1% | +19.0% | +1.5% |
| YTD | -33.0% | -4.2% | -28.8% | -33.1% |
| 1Y | -29.6% | +41.2% | -70.8% | -30.6% |
| 3Y | -49.0% | +943.7% | -992.7% | -55.1% |
| All | -49.0% | +923.2% | -972.2% | -55.1% |
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