+61.9%
EL vs BLDR
+473.7%
-411.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +1.9% | -0.6% |
| 7D | +2.7% | -8.2% | +10.9% | +5.0% |
| 30D | +10.8% | +16.3% | -5.5% | +5.6% |
| 3M | +26.5% | -17.0% | +43.4% | +32.2% |
| 6M | +31.1% | -17.4% | +48.5% | +36.0% |
| YTD | +6.6% | -41.6% | +48.2% | +21.0% |
| 1Y | +21.8% | -43.5% | +65.3% | +39.2% |
| 3Y | +1.8% | -51.6% | +53.4% | +16.6% |
| 5Y | -65.6% | -11.6% | -54.0% | -68.1% |
| All | +61.9% | +473.7% | -411.8% | -9.6% |
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