+154.7%
QLD vs ECHO
+842.2%
-687.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.9% | -0.1% | +5.9% |
| 7D | -1.4% | +3.0% | -4.4% | -1.7% |
| 30D | -19.6% | +6.7% | -26.3% | -20.2% |
| 3M | -14.1% | +12.4% | -26.5% | -15.3% |
| 6M | -13.6% | -20.4% | +6.8% | -11.8% |
| YTD | +12.5% | -6.9% | +19.5% | +12.7% |
| 1Y | +13.1% | +37.7% | -24.6% | +8.9% |
| 3Y | +154.7% | +902.9% | -748.2% | +92.8% |
| All | +154.7% | +842.2% | -687.5% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling