+258.5%
ECHO vs EWJ
+48.4%
+210.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -1.4% |
| 7D | +5.3% | +1.0% | +4.3% | +4.5% |
| 30D | +2.4% | +1.0% | +1.4% | +1.6% |
| 3M | -21.8% | +7.2% | -29.0% | -26.4% |
| 6M | -16.9% | +13.9% | -30.8% | -25.7% |
| YTD | -16.0% | +20.8% | -36.8% | -29.0% |
| 1Y | +9.3% | +26.4% | -17.1% | -11.9% |
| 3Y | +406.2% | +71.8% | +334.5% | +206.2% |
| All | +258.5% | +48.4% | +210.1% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling