+26.5%
EL vs BLDR
+391.5%
-365.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -1.0% | -2.3% |
| 7D | -2.4% | -2.7% | +0.3% | -1.6% |
| 30D | +13.7% | -14.7% | +28.4% | +18.8% |
| 3M | +14.5% | -20.8% | +35.3% | +21.1% |
| 6M | +7.4% | -35.3% | +42.7% | +19.6% |
| YTD | -4.7% | -40.3% | +35.6% | +8.3% |
| 1Y | +12.9% | -56.3% | +69.2% | +38.6% |
| 3Y | -32.2% | -56.1% | +23.9% | -20.4% |
| 5Y | -68.4% | +12.9% | -81.3% | -72.2% |
| All | +26.5% | +391.5% | -365.0% | -25.4% |
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