+22.9%
EIX vs BLDR
+357.1%
-334.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.9% |
| 7D | +4.1% | -2.7% | +6.8% | +4.5% |
| 30D | -15.3% | -14.7% | -0.6% | -13.4% |
| 3M | -18.4% | -20.8% | +2.4% | -16.0% |
| 6M | -16.8% | -35.3% | +18.5% | -12.0% |
| YTD | -0.6% | -40.3% | +39.8% | +6.1% |
| 1Y | +10.7% | -56.3% | +66.9% | +23.8% |
| 3Y | -4.5% | -56.1% | +51.6% | +3.2% |
| 5Y | +24.0% | +12.9% | +11.1% | +8.5% |
| 10Y | +22.9% | +386.5% | -363.5% | -19.4% |
| All | +22.9% | +357.1% | -334.2% | -19.4% |
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