+14.2%
FXI vs ECHO
+193.4%
-179.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | -2.8% | +2.3% | -5.1% | -3.0% |
| 30D | -3.7% | +4.4% | -8.1% | -4.1% |
| 3M | -0.4% | -20.3% | +19.9% | +1.5% |
| 6M | -5.4% | -15.3% | +9.9% | -4.5% |
| YTD | -9.6% | -15.5% | +5.9% | -9.0% |
| 1Y | -11.9% | +15.0% | -26.9% | -14.3% |
| 3Y | +37.8% | +409.1% | -371.3% | -0.1% |
| 5Y | -7.0% | +260.6% | -267.7% | -28.6% |
| All | +14.2% | +193.4% | -179.2% | -8.3% |
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