+96.8%
ET vs BLDR
-54.9%
+151.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.3% |
| 7D | +0.4% | -0.3% | +0.8% | +0.4% |
| 30D | +6.9% | -16.2% | +23.1% | +7.7% |
| 3M | +13.1% | -14.4% | +27.5% | +13.5% |
| 6M | +18.7% | -32.8% | +51.5% | +21.3% |
| YTD | +37.4% | -39.2% | +76.6% | +41.3% |
| 1Y | +34.8% | -57.7% | +92.5% | +44.0% |
| 3Y | +96.8% | -55.3% | +152.1% | +105.0% |
| All | +96.8% | -54.9% | +151.7% | +105.0% |
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 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