+127.0%
ECHO vs QSR
+211.0%
-83.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +4.9% |
| 7D | +8.6% | +0.1% | +8.5% | +8.5% |
| 30D | +3.8% | +5.9% | -2.2% | +1.5% |
| 3M | -19.9% | +10.5% | -30.4% | -23.1% |
| 6M | -12.1% | +7.7% | -19.8% | -15.4% |
| YTD | -14.1% | +16.8% | -30.8% | -20.0% |
| 1Y | +15.9% | +30.9% | -15.0% | +2.8% |
| 3Y | +417.8% | +28.2% | +389.7% | +358.7% |
| 5Y | +259.3% | +45.0% | +214.3% | +198.7% |
| 10Y | +192.7% | +127.3% | +65.4% | +97.8% |
| All | +127.0% | +211.0% | -83.9% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling