+359.8%
BLDR vs ES
+85.1%
+274.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.1% |
| 7D | -0.3% | +1.4% | -1.7% | -0.9% |
| 30D | -16.2% | -1.2% | -15.1% | -15.9% |
| 3M | -14.4% | +5.0% | -19.4% | -16.0% |
| 6M | -32.8% | -2.8% | -30.0% | -32.2% |
| YTD | -39.2% | +8.6% | -47.8% | -41.5% |
| 1Y | -57.7% | +18.9% | -76.6% | -61.1% |
| 3Y | -55.3% | +32.1% | -87.4% | -61.6% |
| 5Y | +15.6% | -5.1% | +20.7% | +13.9% |
| 10Y | +359.8% | +84.2% | +275.6% | +320.4% |
| All | +359.8% | +85.1% | +274.7% | +320.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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