+4,957.2%
QLD vs ECHO
+233.6%
+4,723.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.1% | -6.5% | -9.2% |
| 7D | -10.3% | -2.4% | -7.9% | -9.5% |
| 30D | -26.1% | -3.1% | -22.9% | -25.3% |
| 3M | -17.8% | +8.7% | -26.5% | -20.2% |
| 6M | -15.6% | -24.8% | +9.2% | -8.2% |
| YTD | +5.4% | -13.0% | +18.3% | +7.1% |
| 1Y | +5.2% | +33.9% | -28.7% | -8.2% |
| 3Y | +139.4% | +791.8% | -652.4% | -35.4% |
| 5Y | +66.7% | +261.7% | -195.0% | -32.7% |
| 10Y | +1,422.1% | +157.3% | +1,264.8% | +595.2% |
| All | +4,957.2% | +233.6% | +4,723.6% | +1,336.0% |
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