+372.3%
EAT vs BLDR
+372.1%
+0.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.7% | +1.8% |
| 7D | -6.2% | -8.1% | +1.9% | -2.0% |
| 30D | -3.0% | -21.5% | +18.5% | +9.1% |
| 3M | +45.6% | -21.0% | +66.6% | +59.5% |
| 6M | +53.5% | -37.1% | +90.6% | +87.6% |
| YTD | +49.6% | -42.7% | +92.3% | +89.2% |
| 1Y | +38.9% | -58.0% | +96.9% | +106.1% |
| 3Y | +589.7% | -57.8% | +647.5% | +798.0% |
| 5Y | +318.7% | +10.3% | +308.4% | +169.6% |
| All | +372.3% | +372.1% | +0.1% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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