+89.4%
EWZ vs BLDR
+383.3%
-294.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.3% | -1.5% |
| 7D | +0.9% | -8.2% | +9.1% | +2.8% |
| 30D | +12.8% | -16.6% | +29.4% | +17.4% |
| 3M | +10.8% | -23.2% | +33.9% | +16.5% |
| 6M | +2.5% | -33.7% | +36.2% | +11.2% |
| YTD | +21.4% | -41.3% | +62.7% | +34.7% |
| 1Y | +32.8% | -58.8% | +91.6% | +60.0% |
| 3Y | +45.2% | -57.5% | +102.6% | +64.2% |
| 5Y | +63.0% | +12.9% | +50.1% | +30.5% |
| All | +89.4% | +383.3% | -294.0% | -1.3% |
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