+67.2%
QLD vs ECHO
+260.3%
-193.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.1% | -6.5% | -9.8% |
| 7D | -10.3% | -2.4% | -7.9% | -9.9% |
| 30D | -26.1% | -3.1% | -22.9% | -25.7% |
| 3M | -17.8% | +8.7% | -26.5% | -18.9% |
| 6M | -15.6% | -24.8% | +9.2% | -12.2% |
| YTD | +5.4% | -13.0% | +18.3% | +6.6% |
| 1Y | +5.2% | +33.9% | -28.7% | -0.4% |
| 3Y | +139.4% | +791.8% | -652.4% | +35.2% |
| All | +67.2% | +260.3% | -193.2% | +25.7% |
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