-1.1%
BX vs ECHO
+238.8%
-240.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.1% | -2.3% |
| 7D | -1.1% | +9.1% | -10.2% | -2.3% |
| 30D | +8.8% | +7.2% | +1.6% | +7.5% |
| 3M | -18.3% | +6.1% | -24.3% | -19.2% |
| 6M | -1.5% | -24.2% | +22.6% | +1.3% |
| YTD | -19.9% | -9.7% | -10.2% | -20.1% |
| 1Y | -14.5% | +40.9% | -55.4% | -20.0% |
| 3Y | +32.3% | +883.3% | -851.0% | -26.8% |
| 5Y | -1.1% | +224.2% | -225.3% | -23.5% |
| All | -1.1% | +238.8% | -240.0% | -23.5% |
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