+575.0%
QCOM vs ECHO
+233.6%
+341.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.2% | +0.3% | +4.5% |
| 7D | +0.4% | -2.4% | +2.8% | +0.9% |
| 30D | -6.6% | -3.1% | -3.5% | -6.1% |
| 3M | +3.7% | +8.7% | -5.0% | +1.8% |
| 6M | -13.3% | -24.8% | +11.4% | -9.1% |
| YTD | -1.8% | -13.0% | +11.2% | -1.2% |
| 1Y | -2.5% | +33.9% | -36.4% | -10.5% |
| 3Y | +47.0% | +791.8% | -744.8% | -30.7% |
| 5Y | +13.1% | +261.7% | -248.6% | -33.1% |
| 10Y | +224.7% | +157.3% | +67.4% | +103.9% |
| All | +575.0% | +233.6% | +341.4% | +224.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling