+199.7%
ECHO vs QS
-47.4%
+247.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.6% |
| 7D | +2.3% | -5.0% | +7.2% | +2.7% |
| 30D | +4.4% | -18.3% | +22.7% | +6.2% |
| 3M | -20.3% | -26.0% | +5.7% | -18.5% |
| 6M | -15.3% | -24.0% | +8.7% | -13.8% |
| YTD | -15.5% | -50.3% | +34.8% | -11.3% |
| 1Y | +15.0% | -38.0% | +52.9% | +17.5% |
| 3Y | +409.1% | -24.6% | +433.7% | +391.5% |
| 5Y | +260.6% | -75.4% | +336.0% | +254.6% |
| All | +199.7% | -47.4% | +247.1% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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