+1,502.1%
QLD vs ECHO
+144.4%
+1,357.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.9% |
| 7D | +7.0% | +5.7% | +1.3% | +5.6% |
| 30D | -14.3% | +13.8% | -28.1% | -16.8% |
| 3M | -16.0% | +9.1% | -25.1% | -17.7% |
| 6M | -14.2% | -24.9% | +10.7% | -9.2% |
| YTD | +12.8% | -8.0% | +20.8% | +12.9% |
| 1Y | +14.1% | +42.9% | -28.8% | +3.2% |
| 3Y | +146.0% | +926.7% | -780.7% | -2.4% |
| 5Y | +82.0% | +230.4% | -148.3% | +13.9% |
| All | +1,502.1% | +144.4% | +1,357.8% | +1,124.3% |
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