+1,563.7%
META vs ECHO
+337.8%
+1,225.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.9% |
| 7D | +2.9% | +4.6% | -1.7% | +2.2% |
| 30D | -15.1% | +0.4% | -15.5% | -15.2% |
| 3M | +7.2% | +7.7% | -0.4% | +6.0% |
| 6M | +3.4% | -18.0% | +21.4% | +5.4% |
| YTD | -4.3% | -9.3% | +5.0% | -4.7% |
| 1Y | +0.8% | +34.2% | -33.4% | -5.3% |
| 3Y | +102.2% | +538.7% | -436.6% | +25.5% |
| 5Y | +89.4% | +279.9% | -190.5% | +31.9% |
| 10Y | +426.7% | +168.2% | +258.6% | +283.8% |
| All | +1,563.7% | +337.8% | +1,225.9% | +1,008.5% |
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