+412.7%
ECHO vs EWJ
+70.3%
+342.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -1.3% |
| 7D | +5.3% | +1.0% | +4.3% | +4.4% |
| 30D | +2.4% | +1.0% | +1.4% | +1.6% |
| 3M | -21.8% | +7.2% | -29.0% | -26.8% |
| 6M | -16.9% | +13.9% | -30.8% | -26.4% |
| YTD | -16.0% | +20.8% | -36.8% | -30.3% |
| 1Y | +9.3% | +26.4% | -17.1% | -14.1% |
| All | +412.7% | +70.3% | +342.5% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling