+5.6%
META vs ECHO
+45.5%
-39.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.7% |
| 7D | +5.2% | +5.7% | -0.5% | +4.7% |
| 30D | -13.0% | +13.8% | -26.8% | -13.6% |
| 3M | +7.9% | +9.1% | -1.1% | +7.3% |
| 6M | +4.2% | -24.9% | +29.2% | +4.3% |
| YTD | -2.5% | -8.0% | +5.5% | -3.7% |
| 1Y | +5.6% | +42.9% | -37.3% | +4.5% |
| All | +5.6% | +45.5% | -39.9% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling