+186.7%
ECHO vs MET
+244.1%
-57.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.4% |
| 7D | +5.3% | -0.8% | +6.1% | +5.7% |
| 30D | +2.4% | -1.4% | +3.8% | +3.1% |
| 3M | -21.8% | +12.5% | -34.3% | -27.0% |
| 6M | -16.9% | +37.1% | -54.0% | -30.6% |
| YTD | -16.0% | +23.8% | -39.8% | -26.4% |
| 1Y | +9.3% | +24.1% | -14.9% | -4.6% |
| 3Y | +406.2% | +65.2% | +341.0% | +279.6% |
| 5Y | +251.0% | +82.3% | +168.7% | +147.4% |
| All | +186.7% | +244.1% | -57.4% | +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 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