+127.9%
EMB vs BLDR
+888.3%
-760.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | -0.4% | -10.3% | +9.9% | 0.0% |
| 30D | +1.5% | +19.6% | -18.0% | +0.8% |
| 3M | -1.6% | -17.0% | +15.4% | -1.0% |
| 6M | -1.5% | -16.7% | +15.3% | -1.1% |
| YTD | -0.1% | -39.4% | +39.3% | +1.3% |
| 1Y | +0.5% | -41.7% | +42.2% | +2.0% |
| 3Y | +30.2% | -49.9% | +80.1% | +32.1% |
| 5Y | +8.6% | -7.6% | +16.2% | +7.3% |
| 10Y | +36.9% | +502.3% | -465.5% | +27.4% |
| All | +127.9% | +888.3% | -760.4% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling