+259.0%
ECHO vs BLDR
+15.6%
+243.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.9% | +8.9% | +5.3% |
| 7D | +8.6% | -0.3% | +8.9% | +8.6% |
| 30D | +3.8% | -16.2% | +20.0% | +8.3% |
| 3M | -19.9% | -14.4% | -5.5% | -17.6% |
| 6M | -12.1% | -32.8% | +20.7% | -3.9% |
| YTD | -14.1% | -39.2% | +25.1% | -4.1% |
| 1Y | +15.9% | -57.7% | +73.5% | +42.7% |
| 3Y | +417.8% | -55.3% | +473.1% | +501.6% |
| All | +259.0% | +15.6% | +243.5% | +203.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling