+84.3%
QLD vs ECHO
+288.7%
-204.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.7% |
| 7D | -3.8% | +2.2% | -6.0% | -4.0% |
| 30D | -20.5% | +9.8% | -30.4% | -21.7% |
| 3M | -14.6% | +16.8% | -31.5% | -16.8% |
| 6M | -14.7% | -18.1% | +3.4% | -12.4% |
| YTD | +11.2% | -4.2% | +15.4% | +10.7% |
| 1Y | +7.1% | +41.2% | -34.1% | +0.5% |
| 3Y | +141.1% | +943.7% | -802.6% | +30.8% |
| 5Y | +84.3% | +277.5% | -193.2% | +39.7% |
| All | +84.3% | +288.7% | -204.4% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling