+552.9%
QQQ vs ECHO
+193.4%
+359.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.1% |
| 7D | -1.3% | +2.3% | -3.5% | -1.5% |
| 30D | -1.4% | +4.4% | -5.8% | -1.9% |
| 3M | +2.3% | -20.3% | +22.6% | +4.6% |
| 6M | +16.9% | -15.3% | +32.2% | +18.3% |
| YTD | +15.6% | -15.5% | +31.1% | +16.6% |
| 1Y | +22.6% | +15.0% | +7.7% | +19.2% |
| 3Y | +93.5% | +409.1% | -315.6% | +39.3% |
| 5Y | +93.9% | +260.6% | -166.7% | +47.4% |
| All | +552.9% | +193.4% | +359.5% | +442.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling