+192.5%
ECHO vs BLDR
+383.3%
-190.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.7% |
| 7D | +3.7% | -8.2% | +12.0% | +6.1% |
| 30D | +0.7% | -16.6% | +17.3% | +5.5% |
| 3M | -27.3% | -23.2% | -4.1% | -22.9% |
| 6M | -17.0% | -33.7% | +16.8% | -8.8% |
| YTD | -14.3% | -41.3% | +27.0% | -3.2% |
| 1Y | +20.9% | -58.8% | +79.7% | +50.5% |
| 3Y | +423.0% | -57.5% | +480.4% | +519.1% |
| 5Y | +265.7% | +12.9% | +252.8% | +211.0% |
| All | +192.5% | +383.3% | -190.9% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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