-53.4%
TE vs BLDR
+123.5%
-176.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.9% | -2.8% | -5.5% |
| 7D | +0.9% | -8.1% | +9.0% | +3.3% |
| 30D | -16.3% | -21.5% | +5.2% | -10.1% |
| 3M | -40.8% | -21.0% | -19.8% | -36.9% |
| 6M | -42.6% | -37.1% | -5.6% | -35.0% |
| YTD | -31.4% | -42.7% | +11.2% | -20.9% |
| 1Y | +144.9% | -58.0% | +202.9% | +207.9% |
| 3Y | -26.0% | -57.8% | +31.8% | -6.5% |
| 5Y | -48.5% | +10.3% | -58.8% | -44.0% |
| All | -53.4% | +123.5% | -176.9% | -50.5% |
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