+105.2%
TQQQ vs ECHO
+262.7%
-157.5%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +2.2% |
| 7D | -1.9% | +3.7% | -5.6% | -2.8% |
| 30D | -4.9% | +0.7% | -5.5% | -5.0% |
| 3M | -6.4% | -27.3% | +20.9% | +0.4% |
| 6M | +44.4% | -17.0% | +61.4% | +50.0% |
| YTD | +35.2% | -14.3% | +49.5% | +38.6% |
| 1Y | +49.5% | +20.9% | +28.6% | +41.8% |
| 3Y | +250.7% | +423.0% | -172.3% | +92.3% |
| All | +105.2% | +262.7% | -157.5% | +36.2% |
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 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