+470.0%
ECHO vs BOXX
+18.5%
+451.5%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.5% |
| 7D | +3.7% | +0.1% | +3.7% | +3.8% |
| 30D | +0.7% | +0.3% | +0.4% | +1.2% |
| 3M | -27.3% | +1.0% | -28.4% | -26.4% |
| 6M | -17.0% | +1.9% | -18.9% | -15.7% |
| YTD | -14.3% | +2.7% | -17.0% | -11.4% |
| 1Y | +20.9% | +4.0% | +16.9% | +31.4% |
| 3Y | +423.0% | +14.7% | +408.3% | +615.3% |
| All | +470.0% | +18.5% | +451.5% | +665.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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