+202.3%
ECL vs BLDR
+479.0%
-276.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +2.9% | -3.0% | +5.8% | +3.6% |
| 30D | +7.5% | +20.1% | -12.6% | +2.4% |
| 3M | +12.2% | -17.5% | +29.8% | +16.7% |
| 6M | +24.6% | -16.1% | +40.7% | +28.0% |
| YTD | +18.8% | -41.0% | +59.8% | +31.7% |
| 1Y | +19.3% | -41.6% | +60.9% | +32.4% |
| 3Y | +78.2% | -50.8% | +129.0% | +94.3% |
| 5Y | +38.8% | -10.8% | +49.6% | +23.2% |
| All | +202.3% | +479.0% | -276.7% | +61.9% |
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