+102.0%
META vs ECHO
+842.2%
-740.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.9% | -1.8% | +4.7% |
| 7D | +5.7% | +3.0% | +2.7% | +5.5% |
| 30D | -10.8% | +6.7% | -17.5% | -11.1% |
| 3M | +8.4% | +12.4% | -4.0% | +7.7% |
| 6M | +5.4% | -20.4% | +25.8% | +6.2% |
| YTD | -2.6% | -6.9% | +4.3% | -2.9% |
| 1Y | +3.5% | +37.7% | -34.2% | +1.1% |
| 3Y | +102.0% | +902.9% | -800.9% | +71.6% |
| All | +102.0% | +842.2% | -740.2% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling