+1,527.5%
META vs ECHO
+298.6%
+1,228.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +6.7% | +3.4% | +3.3% | +6.2% |
| 30D | +4.8% | +2.4% | +2.4% | +4.4% |
| 3M | -1.6% | -28.0% | +26.3% | +2.3% |
| 6M | -7.5% | -21.2% | +13.8% | -5.4% |
| YTD | -6.4% | -17.4% | +11.0% | -5.5% |
| 1Y | -17.3% | +33.6% | -50.9% | -22.5% |
| 3Y | +109.9% | +419.7% | -309.7% | +35.6% |
| 5Y | +65.4% | +241.7% | -176.3% | +16.8% |
| 10Y | +391.8% | +180.8% | +211.1% | +247.2% |
| All | +1,527.5% | +298.6% | +1,228.9% | +999.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling