+205.7%
ZTS vs ECHO
+237.8%
-32.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | +5.6% | +5.7% | -0.1% | +5.0% |
| 30D | +12.1% | +13.8% | -1.7% | +10.6% |
| 3M | +11.3% | +9.1% | +2.2% | +10.1% |
| 6M | +14.3% | -24.9% | +39.2% | +16.6% |
| YTD | -31.9% | -8.0% | -23.9% | -32.2% |
| 1Y | -29.3% | +42.9% | -72.2% | -32.6% |
| 3Y | -48.0% | +926.7% | -974.7% | -65.9% |
| 5Y | -58.9% | +230.4% | -289.2% | -67.5% |
| 10Y | +81.7% | +145.9% | -64.2% | +48.3% |
| All | +205.7% | +237.8% | -32.1% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling