+34.2%
ECHO vs MET
+35.0%
-0.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -3.2% |
| 7D | +4.6% | +3.9% | +0.7% | +4.6% |
| 30D | +0.4% | +6.8% | -6.4% | +0.2% |
| 3M | +7.7% | +7.7% | 0.0% | +7.2% |
| 6M | -18.0% | +32.9% | -51.0% | -20.0% |
| YTD | -9.3% | +33.9% | -43.2% | -10.5% |
| 1Y | +34.2% | +33.0% | +1.2% | +31.4% |
| All | +34.2% | +35.0% | -0.8% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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