+16.7%
BABA vs BLDR
+359.8%
-343.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.4% |
| 7D | -0.2% | -0.3% | +0.2% | -0.1% |
| 30D | -12.3% | -16.2% | +3.9% | -9.4% |
| 3M | -5.3% | -14.4% | +9.1% | -3.6% |
| 6M | -13.1% | -32.8% | +19.7% | -7.3% |
| YTD | -22.4% | -39.2% | +16.7% | -16.0% |
| 1Y | -19.5% | -57.7% | +38.2% | -6.6% |
| 3Y | +32.9% | -55.3% | +88.2% | +46.2% |
| 5Y | -29.9% | +15.6% | -45.5% | -38.9% |
| 10Y | +16.7% | +359.8% | -343.1% | -23.7% |
| All | +16.7% | +359.8% | -343.1% | -23.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling