+156.1%
ALL vs BLDR
-53.1%
+209.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.9% | -1.4% |
| 7D | 0.0% | -2.8% | +2.9% | +0.1% |
| 30D | -1.5% | -13.3% | +11.8% | -1.1% |
| 3M | +23.6% | -12.3% | +35.9% | +23.8% |
| 6M | +22.3% | -31.5% | +53.8% | +24.1% |
| YTD | +26.5% | -36.1% | +62.6% | +28.5% |
| 1Y | +27.0% | -54.1% | +81.1% | +31.6% |
| All | +156.1% | -53.1% | +209.2% | +160.6% |
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 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