+1,558.7%
QQQ vs ECHO
+229.4%
+1,329.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.8% |
| 7D | +1.5% | +8.6% | -7.1% | +0.1% |
| 30D | -0.6% | +3.8% | -4.4% | -1.3% |
| 3M | +0.4% | -19.9% | +20.3% | +3.7% |
| 6M | +20.1% | -12.1% | +32.1% | +21.4% |
| YTD | +17.2% | -14.1% | +31.3% | +18.3% |
| 1Y | +24.7% | +15.9% | +8.8% | +19.0% |
| 3Y | +96.2% | +417.8% | -321.7% | +17.5% |
| 5Y | +94.4% | +259.3% | -164.9% | +25.0% |
| 10Y | +556.7% | +192.7% | +363.9% | +321.4% |
| All | +1,558.7% | +229.4% | +1,329.3% | +734.5% |
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