+62.8%
META vs ECHO
+242.1%
-179.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | +3.4% | +3.3% | +6.4% |
| 30D | +4.8% | +2.4% | +2.4% | +4.5% |
| 3M | -1.6% | -28.0% | +26.3% | +0.8% |
| 6M | -7.5% | -21.2% | +13.8% | -6.1% |
| YTD | -6.4% | -17.4% | +11.0% | -5.8% |
| 1Y | -17.3% | +33.6% | -50.9% | -20.5% |
| 3Y | +109.9% | +419.7% | -309.7% | +61.2% |
| All | +62.8% | +242.1% | -179.3% | +31.9% |
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