-35.6%
ELAN vs BLDR
+275.2%
-310.8%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.6% |
| 7D | -5.4% | -8.2% | +2.8% | -2.9% |
| 30D | +4.7% | -16.6% | +21.3% | +10.5% |
| 3M | -3.7% | -23.2% | +19.5% | +3.3% |
| 6M | -1.2% | -33.7% | +32.5% | +10.8% |
| YTD | +2.4% | -41.3% | +43.7% | +18.2% |
| 1Y | +23.4% | -58.8% | +82.2% | +57.2% |
| 3Y | +96.7% | -57.5% | +154.1% | +137.4% |
| 5Y | -30.6% | +12.9% | -43.5% | -38.9% |
| All | -35.6% | +275.2% | -310.8% | -64.7% |
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