+10.3%
BLDR vs EFV
+94.1%
-83.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.6% | -3.6% |
| 7D | -8.1% | -2.0% | -6.1% | -5.6% |
| 30D | -21.5% | -0.2% | -21.3% | -21.2% |
| 3M | -21.0% | +9.1% | -30.1% | -29.5% |
| 6M | -37.1% | +11.7% | -48.8% | -45.3% |
| YTD | -42.7% | +17.0% | -59.7% | -53.2% |
| 1Y | -58.0% | +26.7% | -84.7% | -69.0% |
| 3Y | -57.8% | +90.2% | -148.0% | -81.6% |
| 5Y | +10.3% | +96.1% | -85.8% | -54.2% |
| All | +10.3% | +94.1% | -83.8% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling