+251.0%
ECHO vs QID
-80.7%
+331.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.1% |
| 7D | +5.3% | -1.9% | +7.3% | +4.6% |
| 30D | +2.4% | +1.7% | +0.7% | +3.3% |
| 3M | -21.8% | -3.9% | -17.9% | -21.6% |
| 6M | -16.9% | -30.0% | +13.1% | -24.5% |
| YTD | -16.0% | -28.2% | +12.2% | -22.6% |
| 1Y | +9.3% | -35.6% | +44.9% | -2.2% |
| 3Y | +406.2% | -74.3% | +480.5% | +273.7% |
| 5Y | +251.0% | -80.8% | +331.8% | +155.3% |
| All | +251.0% | -80.7% | +331.6% | +155.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling