+25.6%
QQQ vs ECHO
+40.1%
-14.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.4% | +3.4% | -3.1% | 0.0% |
| 30D | +0.2% | +2.4% | -2.1% | -0.1% |
| 3M | -2.8% | -28.0% | +25.1% | -0.2% |
| 6M | +18.0% | -21.2% | +39.2% | +19.9% |
| YTD | +17.3% | -17.4% | +34.7% | +18.5% |
| 1Y | +25.6% | +33.6% | -8.0% | +23.4% |
| All | +25.6% | +40.1% | -14.5% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling