+321.8%
A vs BLDR
+494.8%
-173.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -0.1% | -10.3% | +10.2% | +2.3% |
| 30D | +3.3% | +19.6% | -16.3% | -1.7% |
| 3M | +18.5% | -17.0% | +35.5% | +22.6% |
| 6M | +59.3% | -16.7% | +76.0% | +63.3% |
| YTD | +31.0% | -39.4% | +70.4% | +43.5% |
| 1Y | +19.3% | -41.7% | +61.0% | +31.7% |
| 3Y | +66.8% | -49.9% | +116.7% | +84.6% |
| 5Y | +15.5% | -7.6% | +23.1% | +7.4% |
| All | +321.8% | +494.8% | -173.0% | +155.0% |
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