+379.6%
META vs ECHO
+180.4%
+199.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | +3.4% | +3.3% | +6.3% |
| 30D | +4.8% | +2.4% | +2.4% | +4.4% |
| 3M | -1.6% | -28.0% | +26.3% | +1.8% |
| 6M | -7.5% | -21.2% | +13.8% | -5.6% |
| YTD | -6.4% | -17.4% | +11.0% | -5.6% |
| 1Y | -17.3% | +33.6% | -50.9% | -21.9% |
| 3Y | +109.9% | +419.7% | -309.7% | +42.7% |
| 5Y | +65.4% | +241.7% | -176.3% | +22.5% |
| All | +379.6% | +180.4% | +199.2% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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