+40.5%
FXI vs ECHO
+436.9%
-396.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.5% | -2.6% |
| 7D | -1.0% | +8.6% | -9.5% | -1.3% |
| 30D | -3.2% | +3.8% | -7.0% | -3.4% |
| 3M | +1.7% | -19.9% | +21.6% | +2.5% |
| 6M | -1.6% | -12.1% | +10.5% | -1.3% |
| YTD | -7.9% | -14.1% | +6.2% | -7.6% |
| 1Y | -9.6% | +15.9% | -25.5% | -10.4% |
| 3Y | +40.5% | +417.8% | -377.4% | +27.4% |
| All | +40.5% | +436.9% | -396.4% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling