-1.7%
FXI vs ECHO
+216.6%
-218.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | +3.4% | -2.4% | +0.4% |
| 30D | -0.6% | +2.4% | -2.9% | -1.1% |
| 3M | +1.9% | -28.0% | +29.9% | +7.6% |
| 6M | -0.2% | -21.2% | +21.1% | +2.9% |
| YTD | -5.6% | -17.4% | +11.8% | -4.2% |
| 1Y | -4.7% | +33.6% | -38.3% | -12.9% |
| 3Y | +38.0% | +419.7% | -381.6% | -27.2% |
| 5Y | -2.7% | +241.7% | -244.4% | -42.9% |
| 10Y | +19.9% | +180.8% | -160.8% | -31.3% |
| All | -1.7% | +216.6% | -218.3% | -59.9% |
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