-36.7%
BLDR vs ESTC
+1.6%
-38.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.9% | +10.1% | +9.3% |
| 7D | +24.4% | -15.9% | +40.2% | +24.6% |
| 30D | +24.9% | -5.5% | +30.4% | +24.6% |
| 3M | -7.8% | +26.2% | -34.0% | -8.4% |
| 6M | -5.8% | +77.0% | -82.8% | -6.1% |
| YTD | -32.5% | +18.9% | -51.3% | -32.8% |
| 1Y | -36.7% | +1.3% | -38.0% | -38.7% |
| All | -36.7% | +1.6% | -38.2% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling