-67.4%
EL vs BLDR
+16.0%
-83.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -0.6% |
| 7D | +1.7% | -0.3% | +2.0% | +1.8% |
| 30D | +15.5% | -16.2% | +31.7% | +22.0% |
| 3M | +20.6% | -14.4% | +35.0% | +25.2% |
| 6M | +10.5% | -32.8% | +43.3% | +23.2% |
| YTD | -1.9% | -39.2% | +37.3% | +12.6% |
| 1Y | +16.1% | -57.7% | +73.8% | +47.5% |
| 3Y | -30.2% | -55.3% | +25.0% | -17.5% |
| 5Y | -67.4% | +15.6% | -83.0% | -75.1% |
| All | -67.4% | +16.0% | -83.4% | -75.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling