+18.8%
BX vs ECHO
+252.6%
-233.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.4% | -3.4% |
| 7D | -5.7% | +5.3% | -11.0% | -6.3% |
| 30D | -8.9% | +2.4% | -11.3% | -9.2% |
| 3M | +8.4% | -21.8% | +30.2% | +11.6% |
| 6M | +18.9% | -16.9% | +35.9% | +20.7% |
| YTD | -13.6% | -16.0% | +2.4% | -12.7% |
| 1Y | -22.4% | +9.3% | -31.7% | -24.7% |
| 3Y | +26.0% | +406.2% | -380.2% | -15.6% |
| 5Y | +18.8% | +251.0% | -232.2% | -13.5% |
| All | +18.8% | +252.6% | -233.8% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling