+47.4%
EWZ vs BLDR
+566.0%
-518.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.7% |
| 7D | -1.5% | -3.7% | +2.2% | -0.8% |
| 30D | -24.5% | +16.8% | -41.3% | -27.7% |
| 3M | -10.7% | -13.7% | +3.1% | -8.6% |
| 6M | -19.1% | -21.9% | +2.8% | -16.0% |
| YTD | +1.6% | -39.2% | +40.8% | +11.1% |
| 1Y | +4.3% | -42.6% | +46.9% | +15.3% |
| 3Y | +19.0% | -50.2% | +69.2% | +28.5% |
| 5Y | +57.7% | -7.0% | +64.7% | +33.9% |
| All | +47.4% | +566.0% | -518.7% | -24.6% |
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