+278.6%
ECHO vs QID
-100.0%
+378.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +2.8% |
| 7D | +5.7% | -7.1% | +12.8% | +3.2% |
| 30D | +13.8% | +12.6% | +1.2% | +20.1% |
| 3M | +9.1% | +14.2% | -5.2% | +16.3% |
| 6M | -24.9% | +6.2% | -31.1% | -20.5% |
| YTD | -8.0% | -21.8% | +13.8% | -11.1% |
| 1Y | +42.9% | -23.1% | +66.0% | +37.7% |
| 3Y | +926.7% | -71.3% | +998.0% | +680.3% |
| 5Y | +230.4% | -77.0% | +307.3% | +161.4% |
| 10Y | +145.9% | -99.0% | +244.9% | -22.6% |
| All | +278.6% | -100.0% | +378.6% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling