+19.0%
EWZ vs BLDR
-50.4%
+69.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.2% |
| 7D | -1.5% | -3.7% | +2.2% | -1.1% |
| 30D | -24.5% | +16.8% | -41.3% | -26.1% |
| 3M | -10.7% | -13.7% | +3.1% | -9.3% |
| 6M | -19.1% | -21.9% | +2.8% | -17.2% |
| YTD | +1.6% | -39.2% | +40.8% | +6.9% |
| 1Y | +4.3% | -42.6% | +46.9% | +10.4% |
| 3Y | +19.0% | -50.2% | +69.2% | +20.5% |
| All | +19.0% | -50.4% | +69.4% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling