+251.0%
ECHO vs DBX
+8.9%
+242.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.6% | -2.8% |
| 7D | +5.3% | +0.3% | +5.1% | +5.2% |
| 30D | +2.4% | 0.0% | +2.4% | +2.2% |
| 3M | -21.8% | +26.1% | -47.9% | -26.6% |
| 6M | -16.9% | +29.4% | -46.3% | -23.1% |
| YTD | -16.0% | +24.4% | -40.4% | -21.5% |
| 1Y | +9.3% | +10.9% | -1.6% | +5.0% |
| 3Y | +406.2% | +24.1% | +382.1% | +349.8% |
| 5Y | +251.0% | +7.8% | +243.2% | +189.1% |
| All | +251.0% | +8.9% | +242.1% | +189.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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