+7.1%
QLD vs ECHO
+40.9%
-33.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.1% |
| 7D | -3.8% | +2.2% | -6.0% | -4.4% |
| 30D | -20.5% | +9.8% | -30.4% | -22.8% |
| 3M | -14.6% | +16.8% | -31.5% | -18.4% |
| 6M | -14.7% | -18.1% | +3.4% | -13.3% |
| YTD | +11.2% | -4.2% | +15.4% | +8.7% |
| 1Y | +7.1% | +41.2% | -34.1% | -1.1% |
| All | +7.1% | +40.9% | -33.8% | -1.1% |
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