+242.8%
QCOM vs ECHO
+163.9%
+78.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.7% |
| 7D | +5.5% | +2.2% | +3.4% | +5.2% |
| 30D | -1.1% | +9.8% | -10.9% | -2.6% |
| 3M | +7.6% | +16.8% | -9.2% | +4.9% |
| 6M | -20.1% | -18.1% | -2.0% | -18.3% |
| YTD | +3.0% | -4.2% | +7.2% | +2.0% |
| 1Y | +3.2% | +41.2% | -38.0% | -4.0% |
| 3Y | +48.9% | +943.7% | -894.8% | -20.4% |
| 5Y | +21.1% | +277.5% | -256.5% | -16.6% |
| 10Y | +242.8% | +159.8% | +83.0% | +171.3% |
| All | +242.8% | +163.9% | +78.9% | +171.3% |
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