+240.0%
ECHO vs BLDR
+980.4%
-740.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.4% |
| 7D | +3.4% | -2.8% | +6.3% | +3.8% |
| 30D | +2.4% | -13.3% | +15.6% | +4.4% |
| 3M | -28.0% | -12.3% | -15.7% | -26.9% |
| 6M | -21.2% | -31.5% | +10.2% | -17.4% |
| YTD | -17.4% | -36.1% | +18.7% | -12.7% |
| 1Y | +33.6% | -54.1% | +87.7% | +47.9% |
| 3Y | +419.7% | -55.8% | +475.4% | +469.3% |
| 5Y | +241.7% | +20.7% | +221.0% | +219.1% |
| 10Y | +180.8% | +390.2% | -209.5% | +110.2% |
| All | +240.0% | +980.4% | -740.4% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling