+192.5%
ECHO vs QID
-99.2%
+291.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +0.8% |
| 7D | +3.7% | +1.3% | +2.4% | +4.2% |
| 30D | +0.7% | +2.9% | -2.3% | +1.8% |
| 3M | -27.3% | -0.7% | -26.6% | -26.6% |
| 6M | -17.0% | -29.7% | +12.7% | -23.8% |
| YTD | -14.3% | -27.9% | +13.6% | -20.3% |
| 1Y | +20.9% | -34.6% | +55.5% | +9.9% |
| 3Y | +423.0% | -73.5% | +496.5% | +294.7% |
| 5Y | +265.7% | -81.0% | +346.7% | +175.9% |
| All | +192.5% | -99.2% | +291.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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