-7.0%
FXI vs ECHO
+260.3%
-267.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.1% |
| 7D | -1.9% | +3.6% | -5.6% | -2.8% |
| 30D | -0.6% | +7.5% | -8.1% | -2.4% |
| 3M | -4.9% | +16.2% | -21.0% | -8.2% |
| 6M | -8.8% | -20.9% | +12.1% | -6.1% |
| YTD | -10.7% | -6.0% | -4.8% | -12.1% |
| 1Y | -15.2% | +43.4% | -58.6% | -23.6% |
| 3Y | +42.5% | +924.0% | -881.6% | -37.5% |
| 5Y | -7.8% | +249.6% | -257.5% | -45.1% |
| 10Y | +20.0% | +151.3% | -131.3% | -25.2% |
| All | -7.0% | +260.3% | -267.4% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling