+188.4%
ECHO vs MET
+248.0%
-59.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | 0.0% |
| 7D | +2.3% | -2.5% | +4.8% | +3.6% |
| 30D | +4.4% | 0.0% | +4.4% | +4.3% |
| 3M | -20.3% | +13.1% | -33.4% | -25.8% |
| 6M | -15.3% | +39.0% | -54.3% | -29.8% |
| YTD | -15.5% | +25.2% | -40.7% | -26.4% |
| 1Y | +15.0% | +25.6% | -10.7% | -0.3% |
| 3Y | +409.1% | +67.1% | +342.1% | +279.6% |
| 5Y | +260.6% | +85.1% | +175.5% | +152.2% |
| All | +188.4% | +248.0% | -59.6% | +38.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling