+251.0%
ECHO vs QS
-74.8%
+325.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.6% | +4.4% | -1.3% |
| 7D | +5.3% | -4.2% | +9.6% | +6.0% |
| 30D | +2.4% | -15.7% | +18.1% | +4.9% |
| 3M | -21.8% | -28.7% | +6.9% | -18.4% |
| 6M | -16.9% | -23.2% | +6.3% | -14.6% |
| YTD | -16.0% | -49.9% | +33.9% | -9.0% |
| 1Y | +9.3% | -38.8% | +48.1% | +12.8% |
| 3Y | +406.2% | -24.0% | +430.2% | +364.8% |
| 5Y | +251.0% | -75.6% | +326.6% | +252.7% |
| All | +251.0% | -74.8% | +325.8% | +252.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling