-1.1%
META vs ECHO
+30.7%
-31.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -2.9% |
| 7D | -0.8% | -2.4% | +1.6% | -0.6% |
| 30D | -15.4% | -3.1% | -12.3% | -15.4% |
| 3M | +3.5% | +8.7% | -5.2% | +3.1% |
| 6M | -0.3% | -24.8% | +24.5% | +0.5% |
| YTD | -7.3% | -13.0% | +5.6% | -8.3% |
| 1Y | -1.1% | +33.9% | -35.0% | -8.4% |
| All | -1.1% | +30.7% | -31.8% | -8.4% |
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 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