+14.1%
QCOM vs ECHO
+227.9%
-213.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.8% |
| 7D | +4.3% | +5.7% | -1.4% | +3.6% |
| 30D | -0.1% | +13.8% | -13.9% | -1.5% |
| 3M | +5.2% | +9.1% | -3.8% | +4.1% |
| 6M | -18.4% | -24.9% | +6.6% | -16.5% |
| YTD | +2.4% | -8.0% | +10.4% | +2.1% |
| 1Y | +0.9% | +42.9% | -42.0% | -3.9% |
| 3Y | +48.4% | +926.7% | -878.3% | -0.7% |
| All | +14.1% | +227.9% | -213.8% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling