+238.3%
EWJ vs BLDR
+389.5%
-151.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.9% | +4.6% | +0.3% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | +1.1% | -16.2% | +17.3% | +3.2% |
| 3M | +7.1% | -14.4% | +21.5% | +8.6% |
| 6M | +16.2% | -32.8% | +49.0% | +21.1% |
| YTD | +22.0% | -39.2% | +61.2% | +28.4% |
| 1Y | +26.2% | -57.7% | +83.9% | +38.4% |
| 3Y | +73.5% | -55.3% | +128.7% | +85.3% |
| 5Y | +52.7% | +15.6% | +37.1% | +43.2% |
| 10Y | +138.5% | +359.8% | -221.3% | +80.6% |
| All | +238.3% | +389.5% | -151.2% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling