+20.7%
ECHO vs Q
+71.3%
-50.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | +2.4% | -11.1% | +13.5% | +5.3% |
| 3M | -28.0% | -22.1% | -5.8% | -24.5% |
| 6M | -21.2% | +0.5% | -21.7% | -23.6% |
| YTD | -17.4% | +47.8% | -65.2% | -27.3% |
| All | +20.7% | +71.3% | -50.6% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling