+96.4%
QQQM vs ECHO
+262.7%
-166.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.8% |
| 7D | -0.6% | +3.7% | -4.3% | -0.9% |
| 30D | -1.2% | +0.7% | -1.9% | -1.3% |
| 3M | -0.1% | -27.3% | +27.2% | +2.1% |
| 6M | +18.0% | -17.0% | +34.9% | +19.1% |
| YTD | +16.7% | -14.3% | +31.0% | +17.3% |
| 1Y | +23.0% | +20.9% | +2.1% | +20.4% |
| 3Y | +93.3% | +423.0% | -329.6% | +57.6% |
| All | +96.4% | +262.7% | -166.3% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling