+140.3%
ECHO vs BLDR
+473.7%
-333.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.6% | -0.4% | -3.0% |
| 7D | +9.1% | -8.2% | +17.3% | +11.6% |
| 30D | +7.2% | +16.3% | -9.1% | +1.9% |
| 3M | +6.1% | -17.0% | +23.1% | +10.1% |
| 6M | -24.2% | -17.4% | -6.8% | -22.2% |
| YTD | -9.7% | -41.6% | +31.8% | +1.0% |
| 1Y | +40.9% | -43.5% | +84.4% | +58.8% |
| 3Y | +883.3% | -51.6% | +934.9% | +1,011.6% |
| 5Y | +224.2% | -11.6% | +235.8% | +193.4% |
| All | +140.3% | +473.7% | -333.4% | +24.0% |
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