+146.0%
QLD vs ECHO
+900.0%
-754.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.7% |
| 7D | +7.0% | +5.7% | +1.3% | +6.2% |
| 30D | -14.3% | +13.8% | -28.1% | -15.6% |
| 3M | -16.0% | +9.1% | -25.1% | -16.9% |
| 6M | -14.2% | -24.9% | +10.7% | -11.9% |
| YTD | +12.8% | -8.0% | +20.8% | +13.0% |
| 1Y | +14.1% | +42.9% | -28.8% | +9.3% |
| 3Y | +146.0% | +926.7% | -780.7% | +86.2% |
| All | +146.0% | +900.0% | -754.0% | +86.2% |
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