+251.9%
QCOM vs ECHO
+139.8%
+112.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.9% |
| 7D | +13.0% | +9.1% | +3.9% | +11.5% |
| 30D | +0.2% | +7.2% | -7.0% | -1.0% |
| 3M | +9.2% | +6.1% | +3.1% | +8.1% |
| 6M | -15.0% | -24.2% | +9.2% | -12.1% |
| YTD | +5.2% | -9.7% | +14.9% | +5.1% |
| 1Y | +2.4% | +40.9% | -38.6% | -4.7% |
| 3Y | +52.0% | +883.3% | -831.3% | -18.0% |
| 5Y | +19.7% | +224.2% | -204.5% | -13.9% |
| All | +251.9% | +139.8% | +112.1% | +179.4% |
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