+87.7%
EEM vs BLDR
-56.4%
+144.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.2% |
| 7D | +2.0% | -2.7% | +4.7% | +2.4% |
| 30D | +5.1% | -14.7% | +19.8% | +7.4% |
| 3M | +4.6% | -20.8% | +25.4% | +7.8% |
| 6M | +17.8% | -35.3% | +53.1% | +24.4% |
| YTD | +25.8% | -40.3% | +66.2% | +33.8% |
| 1Y | +36.4% | -56.3% | +92.7% | +51.0% |
| All | +87.7% | -56.4% | +144.0% | +97.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling