+93.3%
QQQ vs ECHO
+405.9%
-312.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | -0.2% |
| 7D | +1.0% | +5.3% | -4.3% | +0.7% |
| 30D | -0.6% | +2.4% | -3.1% | -0.8% |
| 3M | +1.3% | -21.8% | +23.1% | +2.5% |
| 6M | +18.1% | -16.9% | +35.1% | +19.0% |
| YTD | +16.9% | -16.0% | +32.9% | +17.5% |
| 1Y | +24.0% | +9.3% | +14.7% | +22.9% |
| All | +93.3% | +405.9% | -312.6% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling