+635.8%
BX vs ECHO
+144.4%
+491.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +1.1% |
| 7D | +0.6% | +5.7% | -5.1% | -0.4% |
| 30D | +14.2% | +13.8% | +0.4% | +11.2% |
| 3M | -18.7% | +9.1% | -27.8% | -20.4% |
| 6M | +2.5% | -24.9% | +27.4% | +6.6% |
| YTD | -18.8% | -8.0% | -10.8% | -19.4% |
| 1Y | -10.3% | +42.9% | -53.2% | -18.2% |
| 3Y | +35.4% | +926.7% | -891.3% | -37.2% |
| 5Y | +0.3% | +230.4% | -230.1% | -34.1% |
| All | +635.8% | +144.4% | +491.5% | +394.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling