+139.4%
QLD vs ECHO
+621.2%
-481.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.1% | -6.5% | -10.0% |
| 7D | -10.3% | -2.4% | -7.9% | -10.0% |
| 30D | -26.1% | -3.1% | -22.9% | -25.8% |
| 3M | -17.8% | +8.7% | -26.5% | -18.6% |
| 6M | -15.6% | -24.8% | +9.2% | -13.2% |
| YTD | +5.4% | -13.0% | +18.3% | +6.3% |
| 1Y | +5.2% | +33.9% | -28.7% | +1.6% |
| 3Y | +139.4% | +791.8% | -652.4% | +81.9% |
| All | +139.4% | +621.2% | -481.7% | +81.9% |
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