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  • EW vs BLDR✓SelectedUSD · BLDREW vs BLDR performance historyLatest closeAs of-0.62%09/09
Stock and ETF performance explorer

EW vs BLDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+125.6%
BLDR return
+357.1%
Excess return
-231.5%
Maximum drawdown
-54.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioBLDRExcessAlpha
1D-0.6%-1.9%+1.3%-0.3%
7D-5.1%-2.7%-2.4%-4.6%
30D-6.4%-14.7%+8.4%-3.6%
3M-1.6%-20.8%+19.3%+2.1%
6M+2.3%-35.3%+37.6%+9.7%
YTD+1.1%-40.3%+41.4%+9.5%
1Y+8.0%-56.3%+64.3%+23.7%
3Y+16.3%-56.1%+72.5%+26.7%
5Y-29.4%+12.9%-42.3%-40.1%
10Y+125.6%+386.5%-260.8%+30.4%
All+125.6%+357.1%-231.5%+30.4%

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