+260.6%
ECHO vs QSR
+40.6%
+220.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +2.3% | -4.7% | +7.0% | +3.8% |
| 30D | +4.4% | +4.3% | +0.1% | +2.9% |
| 3M | -20.3% | +5.4% | -25.7% | -21.9% |
| 6M | -15.3% | +8.2% | -23.5% | -18.5% |
| YTD | -15.5% | +14.1% | -29.6% | -20.4% |
| 1Y | +15.0% | +28.1% | -13.1% | +3.2% |
| 3Y | +409.1% | +25.3% | +383.9% | +355.7% |
| 5Y | +260.6% | +40.4% | +220.2% | +188.9% |
| All | +260.6% | +40.6% | +220.0% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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