+263.7%
QCOM vs ECHO
+193.6%
+70.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.0% | -0.9% | +2.6% |
| 7D | +5.1% | +8.6% | -3.5% | +3.7% |
| 30D | +4.3% | +3.8% | +0.5% | +3.7% |
| 3M | -19.6% | -19.9% | +0.3% | -17.2% |
| 6M | +29.5% | -12.1% | +41.5% | +30.7% |
| YTD | +3.4% | -14.1% | +17.4% | +4.2% |
| 1Y | +10.9% | +15.9% | -5.0% | +6.3% |
| 3Y | +74.8% | +417.8% | -343.1% | +10.2% |
| 5Y | +36.2% | +259.3% | -223.1% | -7.0% |
| 10Y | +263.7% | +192.7% | +71.0% | +154.8% |
| All | +263.7% | +193.6% | +70.2% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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