+1,116.5%
ECL vs BLDR
+392.3%
+724.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.4% |
| 7D | +0.4% | -1.1% | +1.5% | +0.5% |
| 30D | +8.6% | +19.1% | -10.5% | +5.6% |
| 3M | +7.9% | -12.6% | +20.5% | +9.6% |
| 6M | +21.0% | -18.7% | +39.7% | +23.7% |
| YTD | +17.5% | -38.8% | +56.4% | +24.6% |
| 1Y | +19.7% | -41.2% | +60.9% | +27.5% |
| 3Y | +77.4% | -49.4% | +126.8% | +88.1% |
| 5Y | +38.7% | -6.0% | +44.7% | +32.3% |
| 10Y | +193.5% | +523.1% | -329.6% | +108.3% |
| All | +1,116.5% | +392.3% | +724.2% | +543.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling