+1,344.7%
EME vs BLDR
+383.3%
+961.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.6% |
| 7D | +3.5% | -8.2% | +11.8% | +6.2% |
| 30D | -6.3% | -16.6% | +10.3% | -1.2% |
| 3M | -3.8% | -23.2% | +19.4% | +3.0% |
| 6M | +8.5% | -33.7% | +42.2% | +20.9% |
| YTD | +27.8% | -41.3% | +69.1% | +46.5% |
| 1Y | +22.2% | -58.8% | +81.0% | +56.6% |
| 3Y | +253.5% | -57.5% | +310.9% | +321.8% |
| 5Y | +578.6% | +12.9% | +565.7% | +441.9% |
| All | +1,344.7% | +383.3% | +961.3% | +538.5% |
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 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