+140.3%
ECHO vs MET
+195.0%
-54.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -2.9% | -3.4% |
| 7D | +9.1% | +2.1% | +7.0% | +8.0% |
| 30D | +7.2% | +1.8% | +5.4% | +6.1% |
| 3M | +6.1% | +6.0% | +0.1% | +2.5% |
| 6M | -24.2% | +31.1% | -55.3% | -35.0% |
| YTD | -9.7% | +32.6% | -42.3% | -23.9% |
| 1Y | +40.9% | +30.5% | +10.5% | +19.9% |
| 3Y | +883.3% | +83.6% | +799.7% | +591.0% |
| 5Y | +224.2% | +84.2% | +140.0% | +126.7% |
| All | +140.3% | +195.0% | -54.7% | +23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling