-13.8%
FXI vs ECHO
+17.8%
-31.6%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -3.9% | +3.7% | -7.6% | -4.1% |
| 30D | -2.1% | +0.7% | -2.8% | -2.2% |
| 3M | -0.5% | -27.3% | +26.8% | +2.4% |
| 6M | -4.5% | -17.0% | +12.4% | -3.7% |
| YTD | -9.2% | -14.3% | +5.1% | -9.3% |
| 1Y | -13.8% | +20.9% | -34.7% | -17.2% |
| All | -13.8% | +17.8% | -31.6% | -17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling