+294.4%
ECHO vs MET
+224.8%
+69.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.2% | +2.7% |
| 7D | +2.2% | +1.8% | +0.4% | +1.7% |
| 30D | +9.8% | +4.8% | +5.0% | +8.1% |
| 3M | +16.8% | +6.2% | +10.6% | +14.4% |
| 6M | -18.1% | +33.8% | -51.9% | -25.8% |
| YTD | -4.2% | +33.3% | -37.5% | -13.5% |
| 1Y | +41.2% | +36.3% | +4.9% | +26.6% |
| 3Y | +943.7% | +84.6% | +859.1% | +751.9% |
| 5Y | +277.5% | +87.7% | +189.9% | +207.3% |
| 10Y | +159.8% | +198.0% | -38.2% | +81.0% |
| All | +294.4% | +224.8% | +69.6% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling