+192.5%
ECHO vs EWJ
+144.4%
+48.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | -0.6% |
| 7D | +3.7% | +0.3% | +3.4% | +3.4% |
| 30D | +0.7% | +0.8% | -0.1% | 0.0% |
| 3M | -27.3% | +7.5% | -34.8% | -32.0% |
| 6M | -17.0% | +15.6% | -32.6% | -27.1% |
| YTD | -14.3% | +22.7% | -37.0% | -29.2% |
| 1Y | +20.9% | +26.4% | -5.5% | -3.2% |
| 3Y | +423.0% | +72.5% | +350.4% | +214.0% |
| 5Y | +265.7% | +52.4% | +213.2% | +144.2% |
| All | +192.5% | +144.4% | +48.0% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 10y: compounded portfolio wealth divided by compounded EWJ 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…
10y analysis · Full analysis span regression · 6 months rolling