+253.7%
ECHO vs EWJ
+155.7%
+98.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.4% | +4.3% |
| 7D | +8.6% | +2.9% | +5.7% | +6.5% |
| 30D | +3.8% | +1.1% | +2.7% | +3.0% |
| 3M | -19.9% | +7.1% | -27.0% | -23.5% |
| 6M | -12.1% | +16.2% | -28.3% | -20.5% |
| YTD | -14.1% | +22.0% | -36.0% | -25.0% |
| 1Y | +15.9% | +26.2% | -10.3% | -1.6% |
| 3Y | +417.8% | +73.5% | +344.4% | +258.8% |
| 5Y | +259.3% | +52.7% | +206.6% | +168.6% |
| 10Y | +192.7% | +138.5% | +54.3% | +68.6% |
| All | +253.7% | +155.7% | +98.0% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling