+642.7%
BX vs ECHO
+193.4%
+449.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -2.9% |
| 7D | -8.9% | +2.3% | -11.2% | -9.3% |
| 30D | -14.8% | +4.4% | -19.2% | -15.5% |
| 3M | +6.9% | -20.3% | +27.2% | +10.7% |
| 6M | +16.3% | -15.3% | +31.6% | +18.1% |
| YTD | -16.1% | -15.5% | -0.6% | -15.1% |
| 1Y | -26.8% | +15.0% | -41.8% | -30.4% |
| 3Y | +22.4% | +409.1% | -386.7% | -29.9% |
| 5Y | +16.0% | +260.6% | -244.6% | -27.4% |
| All | +642.7% | +193.4% | +449.3% | +410.8% |
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