-8.2%
FXI vs ECHO
+252.6%
-260.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -4.2% | +5.7% | -9.9% | -5.3% |
| 30D | -1.1% | +13.8% | -14.9% | -3.9% |
| 3M | -4.0% | +9.1% | -13.0% | -6.1% |
| 6M | -11.8% | -24.9% | +13.1% | -8.4% |
| YTD | -11.9% | -8.0% | -3.9% | -12.9% |
| 1Y | -16.1% | +42.9% | -59.0% | -24.3% |
| 3Y | +38.8% | +926.7% | -887.9% | -39.4% |
| 5Y | -9.1% | +230.4% | -239.4% | -44.9% |
| 10Y | +18.4% | +145.9% | -127.4% | -25.9% |
| All | -8.2% | +252.6% | -260.8% | -63.5% |
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