+23.5%
EL vs BLDR
+372.1%
-348.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.2% |
| 7D | -4.4% | -8.1% | +3.8% | -2.1% |
| 30D | +10.3% | -21.5% | +31.8% | +17.9% |
| 3M | +13.4% | -21.0% | +34.3% | +19.9% |
| 6M | +3.1% | -37.1% | +40.1% | +15.6% |
| YTD | -6.9% | -42.7% | +35.8% | +6.9% |
| 1Y | +11.9% | -58.0% | +69.9% | +38.8% |
| 3Y | -33.8% | -57.8% | +24.0% | -21.4% |
| 5Y | -69.0% | +10.3% | -79.2% | -72.5% |
| All | +23.5% | +372.1% | -348.6% | -26.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling