+926.7%
ECHO vs EWJ
+66.4%
+860.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.6% |
| 7D | +5.7% | +4.0% | +1.7% | +2.1% |
| 30D | +13.8% | -4.3% | +18.1% | +18.5% |
| 3M | +9.1% | -6.8% | +15.9% | +16.5% |
| 6M | -24.9% | -0.9% | -24.0% | -24.0% |
| YTD | -8.0% | +14.3% | -22.3% | -18.0% |
| 1Y | +42.9% | +15.3% | +27.6% | +26.1% |
| 3Y | +926.7% | +65.6% | +861.1% | +371.8% |
| All | +926.7% | +66.4% | +860.2% | +371.8% |
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