+131.7%
EMB vs BLDR
+943.0%
-811.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.1% |
| 7D | 0.0% | -2.8% | +2.8% | +0.1% |
| 30D | -0.3% | -13.3% | +13.0% | +0.2% |
| 3M | -0.4% | -12.3% | +11.8% | -0.1% |
| 6M | +0.1% | -31.5% | +31.6% | +1.3% |
| YTD | +1.6% | -36.1% | +37.6% | +2.9% |
| 1Y | +5.6% | -54.1% | +59.7% | +8.2% |
| 3Y | +29.8% | -55.8% | +85.6% | +32.3% |
| 5Y | +7.3% | +20.7% | -13.5% | +5.3% |
| 10Y | +30.4% | +390.2% | -359.8% | +21.8% |
| All | +131.7% | +943.0% | -811.3% | +102.5% |
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