+240.0%
ECHO vs MET
+207.7%
+32.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +3.4% | +1.2% | +2.3% | +3.0% |
| 30D | +2.4% | +1.4% | +0.9% | +1.8% |
| 3M | -28.0% | +17.7% | -45.6% | -31.8% |
| 6M | -21.2% | +35.0% | -56.2% | -28.8% |
| YTD | -17.4% | +26.3% | -43.7% | -24.0% |
| 1Y | +33.6% | +22.8% | +10.8% | +23.9% |
| 3Y | +419.7% | +65.9% | +353.7% | +341.1% |
| 5Y | +241.7% | +85.4% | +156.3% | +179.8% |
| 10Y | +180.8% | +253.7% | -73.0% | +88.7% |
| All | +240.0% | +207.7% | +32.4% | +93.2% |
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