+513.6%
EWT vs BLDR
+383.3%
+130.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.4% |
| 7D | -1.1% | -8.2% | +7.1% | +0.4% |
| 30D | +4.5% | -16.6% | +21.1% | +7.8% |
| 3M | +8.3% | -23.2% | +31.4% | +12.9% |
| 6M | +54.2% | -33.7% | +88.0% | +64.7% |
| YTD | +74.6% | -41.3% | +115.9% | +89.6% |
| 1Y | +84.9% | -58.8% | +143.7% | +113.3% |
| 3Y | +197.5% | -57.5% | +255.0% | +230.5% |
| 5Y | +150.6% | +12.9% | +137.7% | +126.3% |
| All | +513.6% | +383.3% | +130.3% | +329.0% |
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