+303.5%
EWY vs BLDR
+383.3%
-79.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.9% | +2.7% |
| 7D | -0.1% | -8.2% | +8.2% | +1.9% |
| 30D | +7.3% | -16.6% | +23.9% | +11.7% |
| 3M | -5.1% | -23.2% | +18.0% | +0.1% |
| 6M | +42.1% | -33.7% | +75.8% | +54.7% |
| YTD | +94.1% | -41.3% | +135.4% | +115.8% |
| 1Y | +147.8% | -58.8% | +206.6% | +195.8% |
| 3Y | +222.9% | -57.5% | +280.4% | +267.3% |
| 5Y | +150.6% | +12.9% | +137.7% | +119.5% |
| All | +303.5% | +383.3% | -79.9% | +152.5% |
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