+8.4%
QLD vs ECHO
+36.9%
-28.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.9% | -0.1% | +4.6% |
| 7D | -1.4% | +3.0% | -4.4% | -2.2% |
| 30D | -19.6% | +6.7% | -26.3% | -21.1% |
| 3M | -14.1% | +12.4% | -26.5% | -17.0% |
| 6M | -13.6% | -20.4% | +6.8% | -11.4% |
| YTD | +12.5% | -6.9% | +19.5% | +11.1% |
| All | +8.4% | +36.9% | -28.5% | +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