+55.5%
AR vs BLDR
+518.5%
-463.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.8% |
| 7D | +2.1% | -10.3% | +12.4% | +4.9% |
| 30D | +4.5% | +19.6% | -15.0% | -1.5% |
| 3M | +1.0% | -17.0% | +18.0% | +4.6% |
| 6M | +4.4% | -16.7% | +21.2% | +5.9% |
| YTD | +10.9% | -39.4% | +50.3% | +20.6% |
| 1Y | +8.6% | -41.7% | +50.2% | +19.0% |
| 3Y | +48.5% | -49.9% | +98.4% | +57.5% |
| 5Y | +95.7% | -7.6% | +103.3% | +53.5% |
| 10Y | +55.5% | +502.3% | -446.9% | -40.1% |
| All | +55.5% | +518.5% | -463.0% | -40.1% |
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