+55.4%
BDX vs BLDR
+372.1%
-316.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.1% | -1.5% |
| 7D | -5.4% | -8.1% | +2.7% | -4.6% |
| 30D | -2.2% | -21.5% | +19.3% | +0.3% |
| 3M | +20.1% | -21.0% | +41.0% | +22.7% |
| 6M | +9.1% | -37.1% | +46.1% | +13.8% |
| YTD | +17.9% | -42.7% | +60.6% | +24.0% |
| 1Y | +22.1% | -58.0% | +80.0% | +32.1% |
| 3Y | -10.5% | -57.8% | +47.3% | -4.8% |
| 5Y | -2.6% | +10.3% | -12.9% | -5.9% |
| All | +55.4% | +372.1% | -316.7% | +33.5% |
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