+423.0%
ECHO vs MKTX
-25.3%
+448.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +3.7% | -0.2% | +4.0% | +3.8% |
| 30D | +0.7% | +0.7% | 0.0% | +0.5% |
| 3M | -27.3% | +40.8% | -68.1% | -33.0% |
| 6M | -17.0% | -8.0% | -9.0% | -14.6% |
| YTD | -14.3% | -8.7% | -5.6% | -11.8% |
| 1Y | +20.9% | -11.8% | +32.7% | +25.6% |
| 3Y | +423.0% | -24.0% | +447.0% | +446.2% |
| All | +423.0% | -25.3% | +448.2% | +446.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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