+290.8%
EWY vs ECHO
+193.4%
+97.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | +1.2% | +2.3% | -1.1% | +0.9% |
| 30D | +9.3% | +4.4% | +4.9% | +8.7% |
| 3M | +2.4% | -20.3% | +22.7% | +5.5% |
| 6M | +40.3% | -15.3% | +55.6% | +43.2% |
| YTD | +88.0% | -15.5% | +103.5% | +91.5% |
| 1Y | +143.8% | +15.0% | +128.8% | +138.7% |
| 3Y | +217.8% | +409.1% | -191.4% | +124.3% |
| 5Y | +142.7% | +260.6% | -117.9% | +82.4% |
| All | +290.8% | +193.4% | +97.4% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 ECHO 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