+15.8%
BABA vs BLDR
+602.6%
-586.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.5% | -9.2% | -4.8% |
| 7D | +3.8% | -2.7% | +6.6% | +4.1% |
| 30D | -5.4% | +24.8% | -30.2% | -9.8% |
| 3M | -17.9% | -11.7% | -6.3% | -16.7% |
| 6M | -24.1% | -14.8% | -9.3% | -23.2% |
| YTD | -27.4% | -35.9% | +8.4% | -22.7% |
| 1Y | -36.1% | -39.7% | +3.6% | -31.2% |
| 3Y | +35.4% | -45.6% | +80.9% | +42.2% |
| 5Y | -30.1% | -2.5% | -27.6% | -37.5% |
| 10Y | +15.8% | +597.4% | -581.5% | -31.2% |
| All | +15.8% | +602.6% | -586.7% | -31.2% |
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