+926.7%
ECHO vs QS
-32.2%
+958.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.2% | +7.1% | +2.6% |
| 7D | +5.7% | -14.0% | +19.7% | +8.0% |
| 30D | +13.8% | -6.4% | +20.2% | +14.7% |
| 3M | +9.1% | -40.3% | +49.3% | +16.9% |
| 6M | -24.9% | -57.5% | +32.6% | -16.6% |
| YTD | -8.0% | -64.7% | +56.7% | +3.8% |
| 1Y | +42.9% | -72.9% | +115.8% | +65.7% |
| 3Y | +926.7% | -33.5% | +960.1% | +832.3% |
| All | +926.7% | -32.2% | +958.9% | +832.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling