-55.3%
BLDR vs ESTC
+11.7%
-67.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.7% | -1.2% | -4.4% |
| 7D | -0.3% | -4.3% | +4.0% | +0.2% |
| 30D | -16.2% | +17.7% | -33.9% | -18.3% |
| 3M | -14.4% | +42.3% | -56.7% | -18.8% |
| 6M | -32.8% | +64.6% | -97.4% | -37.9% |
| YTD | -39.2% | +17.2% | -56.4% | -41.0% |
| 1Y | -57.7% | -4.2% | -53.5% | -57.8% |
| 3Y | -55.3% | +13.5% | -68.8% | -58.0% |
| All | -55.3% | +11.7% | -67.0% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling