+5,550.9%
QLD vs ECHO
+247.7%
+5,303.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.3% | +5.1% | +3.0% |
| 7D | -9.4% | +4.6% | -14.0% | -10.8% |
| 30D | -17.1% | +0.4% | -17.5% | -17.3% |
| 3M | -10.4% | +7.7% | -18.1% | -12.9% |
| 6M | +0.7% | -18.0% | +18.8% | +6.3% |
| YTD | +17.7% | -9.3% | +27.0% | +17.9% |
| 1Y | +14.7% | +34.2% | -19.5% | -0.2% |
| 3Y | +169.6% | +538.7% | -369.1% | -16.1% |
| 5Y | +86.7% | +279.9% | -193.2% | -26.1% |
| 10Y | +1,600.8% | +168.2% | +1,432.6% | +665.3% |
| All | +5,550.9% | +247.7% | +5,303.2% | +1,480.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling