+253.7%
ECHO vs MKTX
+1,443.2%
-1,189.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.0% |
| 7D | +8.6% | +0.4% | +8.2% | +8.5% |
| 30D | +3.8% | +1.0% | +2.8% | +3.6% |
| 3M | -19.9% | +41.3% | -61.2% | -25.0% |
| 6M | -12.1% | -11.3% | -0.7% | -11.1% |
| YTD | -14.1% | -8.6% | -5.5% | -13.6% |
| 1Y | +15.9% | -11.1% | +26.9% | +16.9% |
| 3Y | +417.8% | -24.5% | +442.4% | +431.9% |
| 5Y | +259.3% | -61.4% | +320.7% | +303.7% |
| 10Y | +192.7% | +6.8% | +185.9% | +161.7% |
| All | +253.7% | +1,443.2% | -1,189.5% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling