+69.0%
BAC vs BLDR
+389.2%
-320.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.6% |
| 7D | -1.2% | -3.7% | +2.5% | -0.3% |
| 30D | -7.7% | +16.8% | -24.4% | -12.1% |
| 3M | -21.2% | -13.7% | -7.4% | -18.8% |
| 6M | -6.8% | -21.9% | +15.0% | -2.7% |
| YTD | -8.7% | -39.2% | +30.5% | +1.0% |
| 1Y | -5.3% | -42.6% | +37.4% | +6.2% |
| 3Y | +87.4% | -50.2% | +137.6% | +107.8% |
| 5Y | +18.9% | -7.0% | +25.9% | +5.1% |
| 10Y | +273.3% | +584.2% | -310.9% | +69.6% |
| All | +69.0% | +389.2% | -320.3% | -64.7% |
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 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