+2.0%
QCOM vs ECHO
+36.9%
-34.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.9% | -3.3% | +2.4% |
| 7D | +5.8% | +3.0% | +2.8% | +5.2% |
| 30D | -2.3% | +6.7% | -9.0% | -3.5% |
| 3M | +2.7% | +12.4% | -9.7% | +0.6% |
| 6M | -21.0% | -20.4% | -0.6% | -21.1% |
| YTD | +1.8% | -6.9% | +8.7% | -1.2% |
| All | +2.0% | +36.9% | -34.8% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling