+144.9%
ECHO vs MET
+197.3%
-52.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +5.7% | +4.5% | +1.2% | +3.4% |
| 30D | +13.8% | +3.5% | +10.3% | +11.6% |
| 3M | +9.1% | +5.9% | +3.1% | +5.5% |
| 6M | -24.9% | +33.1% | -58.0% | -36.2% |
| YTD | -8.0% | +33.6% | -41.6% | -22.7% |
| 1Y | +42.9% | +32.7% | +10.2% | +20.5% |
| 3Y | +926.7% | +85.0% | +841.6% | +618.5% |
| 5Y | +230.4% | +85.6% | +144.8% | +130.1% |
| All | +144.9% | +197.3% | -52.4% | +24.9% |
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