+11.1%
EIX vs BLDR
-47.3%
+58.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.7% |
| 7D | +0.7% | -2.7% | +3.4% | +0.9% |
| 30D | +8.8% | +24.8% | -16.1% | +6.2% |
| 3M | -10.9% | -11.7% | +0.8% | -10.0% |
| 6M | -10.3% | -14.8% | +4.5% | -9.3% |
| YTD | +5.8% | -35.9% | +41.7% | +10.0% |
| 1Y | +11.4% | -39.7% | +51.1% | +16.6% |
| 3Y | +11.1% | -45.6% | +56.6% | +5.1% |
| All | +11.1% | -47.3% | +58.4% | +5.1% |
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