+509.8%
EFX vs BLDR
+414.6%
+95.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.5% | -8.9% | -6.8% |
| 7D | -8.6% | -2.8% | -5.8% | -8.2% |
| 30D | +0.1% | -13.3% | +13.4% | +2.4% |
| 3M | +3.8% | -12.3% | +16.1% | +5.5% |
| 6M | -13.5% | -31.5% | +17.9% | -8.8% |
| YTD | -17.7% | -36.1% | +18.4% | -12.5% |
| 1Y | -25.6% | -54.1% | +28.5% | -16.7% |
| 3Y | -12.1% | -55.8% | +43.7% | -2.9% |
| 5Y | -33.8% | +20.7% | -54.5% | -37.8% |
| 10Y | +45.1% | +390.2% | -345.1% | +5.8% |
| All | +509.8% | +414.6% | +95.2% | +203.0% |
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