+1,597.1%
BX vs ECHO
+216.6%
+1,380.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.4% | +3.4% | -7.8% | -5.3% |
| 30D | +0.1% | +2.4% | -2.3% | -0.7% |
| 3M | +16.0% | -28.0% | +44.0% | +26.2% |
| 6M | +21.6% | -21.2% | +42.9% | +27.1% |
| YTD | -8.9% | -17.4% | +8.5% | -6.8% |
| 1Y | -16.6% | +33.6% | -50.2% | -27.4% |
| 3Y | +43.3% | +419.7% | -376.3% | -44.3% |
| 5Y | +25.7% | +241.7% | -216.0% | -43.0% |
| 10Y | +689.5% | +180.8% | +508.7% | +251.9% |
| All | +1,597.1% | +216.6% | +1,380.5% | +371.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling