+246.5%
BBY vs BLDR
+383.3%
-136.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.2% |
| 7D | +0.6% | -8.2% | +8.8% | +3.6% |
| 30D | +9.4% | -16.6% | +26.0% | +16.3% |
| 3M | +19.3% | -23.2% | +42.5% | +29.1% |
| 6M | +47.9% | -33.7% | +81.7% | +66.3% |
| YTD | +39.6% | -41.3% | +80.9% | +62.7% |
| 1Y | +22.2% | -58.8% | +81.0% | +61.2% |
| 3Y | +45.0% | -57.5% | +102.4% | +79.7% |
| 5Y | +2.6% | +12.9% | -10.3% | -15.3% |
| All | +246.5% | +383.3% | -136.8% | +57.3% |
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