+130.3%
B vs BLDR
+389.2%
-259.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.1% | +0.8% |
| 7D | +9.6% | -3.7% | +13.2% | +9.8% |
| 30D | +3.5% | +16.8% | -13.3% | +2.4% |
| 3M | -1.6% | -13.7% | +12.2% | -0.8% |
| 6M | -1.7% | -21.9% | +20.2% | -0.5% |
| YTD | -5.3% | -39.2% | +33.9% | -2.9% |
| 1Y | +27.2% | -42.6% | +69.9% | +30.8% |
| 3Y | +166.1% | -50.2% | +216.3% | +172.9% |
| 5Y | +136.5% | -7.0% | +143.5% | +131.4% |
| 10Y | +172.2% | +584.2% | -412.0% | +132.2% |
| All | +130.3% | +389.2% | -259.0% | +82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling