-35.3%
QXO vs ECHO
+40.1%
-75.5%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.3% | +3.4% | -4.7% | -2.1% |
| 30D | -16.0% | +2.4% | -18.4% | -16.6% |
| 3M | -17.7% | -28.0% | +10.2% | -11.6% |
| 6M | -42.6% | -21.2% | -21.4% | -39.4% |
| YTD | -30.8% | -17.4% | -13.4% | -27.8% |
| 1Y | -35.3% | +33.6% | -68.9% | -35.6% |
| All | -35.3% | +40.1% | -75.5% | -35.6% |
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