+90.5%
ESI vs BLDR
-55.5%
+146.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.4% | +2.2% |
| 7D | +5.4% | -0.3% | +5.7% | +5.4% |
| 30D | -4.2% | -16.2% | +12.0% | +1.2% |
| 3M | -9.6% | -14.4% | +4.8% | -6.0% |
| 6M | +18.3% | -32.8% | +51.1% | +33.0% |
| YTD | +45.8% | -39.2% | +85.0% | +68.5% |
| 1Y | +39.2% | -57.7% | +96.8% | +81.1% |
| All | +90.5% | -55.5% | +146.0% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling