-6.6%
FXI vs ECHO
+252.6%
-259.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -1.1% |
| 7D | -2.8% | +5.3% | -8.1% | -3.1% |
| 30D | -5.3% | +2.4% | -7.8% | -5.5% |
| 3M | +0.3% | -21.8% | +22.1% | +1.7% |
| 6M | -4.6% | -16.9% | +12.3% | -3.8% |
| YTD | -9.1% | -16.0% | +6.9% | -8.6% |
| 1Y | -12.0% | +9.3% | -21.2% | -13.1% |
| 3Y | +38.6% | +406.2% | -367.6% | +14.2% |
| 5Y | -6.6% | +251.0% | -257.5% | -17.0% |
| All | -6.6% | +252.6% | -259.2% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling