+310.8%
EAT vs BLDR
+479.0%
-168.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | -0.1% |
| 7D | -4.0% | -3.0% | -1.0% | -2.7% |
| 30D | -2.9% | +20.1% | -23.0% | -13.1% |
| 3M | -16.9% | -17.5% | +0.6% | -10.1% |
| 6M | +57.0% | -16.1% | +73.1% | +63.3% |
| YTD | +38.2% | -41.0% | +79.2% | +69.5% |
| 1Y | +69.3% | -41.6% | +110.9% | +107.3% |
| 3Y | +483.0% | -50.8% | +533.8% | +586.6% |
| 5Y | +364.1% | -10.8% | +374.9% | +238.2% |
| All | +310.8% | +479.0% | -168.2% | +6.9% |
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