+242.9%
EW vs BLDR
+524.3%
-281.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.2% |
| 7D | +9.3% | -1.1% | +10.3% | +9.3% |
| 30D | +22.1% | +19.1% | +3.0% | +17.6% |
| 3M | +13.0% | -12.6% | +25.6% | +15.1% |
| 6M | +30.1% | -18.7% | +48.8% | +33.3% |
| YTD | +22.0% | -38.8% | +60.8% | +30.8% |
| 1Y | +23.7% | -41.2% | +64.9% | +33.4% |
| 3Y | +62.0% | -49.4% | +111.4% | +70.4% |
| 5Y | -12.4% | -6.0% | -6.5% | -23.0% |
| All | +242.9% | +524.3% | -281.5% | +86.0% |
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