+1,412.5%
BX vs ECHO
+252.6%
+1,159.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.9% | -0.5% | +0.9% |
| 7D | +0.6% | +5.7% | -5.1% | -1.0% |
| 30D | +14.2% | +13.8% | +0.4% | +9.4% |
| 3M | -18.7% | +9.1% | -27.8% | -21.4% |
| 6M | +2.5% | -24.9% | +27.4% | +9.0% |
| YTD | -18.8% | -8.0% | -10.8% | -20.1% |
| 1Y | -10.3% | +42.9% | -53.2% | -23.1% |
| 3Y | +35.4% | +926.7% | -891.3% | -59.8% |
| 5Y | +0.3% | +230.4% | -230.1% | -52.5% |
| 10Y | +668.4% | +145.9% | +522.5% | +283.9% |
| All | +1,412.5% | +252.6% | +1,159.9% | +304.5% |
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 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