+6,086.2%
QLD vs ECHO
+216.6%
+5,869.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.6% | +3.4% | -2.8% | -0.5% |
| 30D | -0.1% | +2.4% | -2.5% | -0.9% |
| 3M | -8.4% | -28.0% | +19.6% | +1.7% |
| 6M | +32.2% | -21.2% | +53.5% | +40.7% |
| YTD | +28.9% | -17.4% | +46.3% | +33.6% |
| 1Y | +43.8% | +33.6% | +10.2% | +24.6% |
| 3Y | +176.6% | +419.7% | -243.1% | -6.1% |
| 5Y | +121.6% | +241.7% | -120.1% | -9.3% |
| 10Y | +1,652.9% | +180.8% | +1,472.2% | +641.3% |
| All | +6,086.2% | +216.6% | +5,869.6% | +1,690.9% |
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