+315.8%
EAT vs BLDR
+494.8%
-179.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.3% |
| 7D | -8.9% | -10.3% | +1.4% | -3.9% |
| 30D | +3.4% | +19.6% | -16.2% | -7.3% |
| 3M | -9.3% | -17.0% | +7.7% | -2.5% |
| 6M | +43.8% | -16.7% | +60.5% | +50.4% |
| YTD | +39.9% | -39.4% | +79.3% | +69.2% |
| 1Y | +89.7% | -41.7% | +131.4% | +132.6% |
| 3Y | +491.3% | -49.9% | +541.1% | +590.1% |
| 5Y | +365.4% | -7.6% | +373.0% | +232.7% |
| All | +315.8% | +494.8% | -179.0% | +6.7% |
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