-60.8%
EOSE vs BLDR
+93.4%
-154.2%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -2.2% |
| 7D | +1.8% | -8.2% | +10.0% | +6.1% |
| 30D | -6.8% | -16.6% | +9.8% | +2.1% |
| 3M | -36.3% | -23.2% | -13.1% | -28.5% |
| 6M | -38.8% | -33.7% | -5.0% | -26.0% |
| YTD | -65.5% | -41.3% | -24.2% | -56.2% |
| 1Y | -45.3% | -58.8% | +13.5% | -16.8% |
| 3Y | +44.2% | -57.5% | +101.6% | +96.1% |
| 5Y | -69.5% | +12.9% | -82.4% | -77.7% |
| All | -60.8% | +93.4% | -154.2% | -76.0% |
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