-16.1%
BA vs BLDR
-51.2%
+35.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.8% | -1.0% |
| 7D | -0.6% | -8.2% | +7.7% | +1.0% |
| 30D | -8.0% | +16.3% | -24.3% | -11.2% |
| 3M | -25.8% | -17.0% | -8.8% | -23.5% |
| 6M | -27.6% | -17.4% | -10.2% | -25.7% |
| YTD | -21.0% | -41.6% | +20.6% | -14.5% |
| 1Y | -12.3% | -43.5% | +31.3% | -4.8% |
| All | -16.1% | -51.2% | +35.0% | -5.6% |
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