+330.7%
BLDR vs ESTC
+27.2%
+303.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.0% | -5.6% | -4.1% |
| 7D | -8.2% | +5.8% | -14.0% | -9.5% |
| 30D | +16.3% | -5.6% | +21.8% | +17.3% |
| 3M | -17.0% | +15.4% | -32.4% | -21.3% |
| 6M | -17.4% | +77.8% | -95.2% | -31.1% |
| YTD | -41.6% | +18.1% | -59.6% | -46.4% |
| 1Y | -43.5% | -3.7% | -39.8% | -45.5% |
| 3Y | -51.6% | +16.9% | -68.5% | -59.9% |
| 5Y | -11.6% | -51.2% | +39.7% | -12.1% |
| All | +330.7% | +27.2% | +303.4% | +155.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling