-57.5%
BLDR vs EFV
+90.2%
-147.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +0.9% |
| 7D | -8.2% | -0.8% | -7.4% | -7.1% |
| 30D | -16.6% | +0.6% | -17.3% | -17.2% |
| 3M | -23.2% | +7.5% | -30.7% | -30.4% |
| 6M | -33.7% | +13.0% | -46.8% | -43.7% |
| YTD | -41.3% | +18.3% | -59.6% | -53.3% |
| 1Y | -58.8% | +26.7% | -85.5% | -70.1% |
| 3Y | -57.5% | +89.6% | -147.0% | -84.3% |
| All | -57.5% | +90.2% | -147.7% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling