+97.6%
META vs ECHO
+288.7%
-191.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.2% |
| 7D | +3.3% | +2.2% | +1.1% | +3.1% |
| 30D | -10.8% | +9.8% | -20.6% | -11.5% |
| 3M | +7.9% | +16.8% | -8.9% | +6.4% |
| 6M | +5.4% | -18.1% | +23.5% | +6.6% |
| YTD | -2.6% | -4.2% | +1.6% | -3.3% |
| 1Y | +1.9% | +41.2% | -39.4% | -2.4% |
| 3Y | +97.0% | +943.7% | -846.7% | +32.6% |
| 5Y | +97.6% | +277.5% | -179.9% | +67.6% |
| All | +97.6% | +288.7% | -191.0% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling