+37.4%
ECHO vs Q
+80.0%
-42.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.6% |
| 7D | +3.6% | +6.6% | -2.9% | +1.6% |
| 30D | +7.5% | +2.7% | +4.7% | +6.4% |
| 3M | +16.2% | -8.4% | +24.5% | +18.2% |
| 6M | -20.9% | -17.3% | -3.6% | -19.0% |
| YTD | -6.0% | +55.3% | -61.3% | -18.6% |
| 1Y | +43.4% | +31.5% | +11.9% | +25.9% |
| All | +37.4% | +80.0% | -42.6% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling