+911.5%
BE vs BLDR
+278.3%
+633.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.5% | +4.8% | +6.0% |
| 7D | +20.0% | -2.8% | +22.8% | +21.8% |
| 30D | +7.9% | -13.3% | +21.2% | +15.9% |
| 3M | -13.2% | -12.3% | -1.0% | -9.5% |
| 6M | +53.5% | -31.5% | +84.9% | +82.7% |
| YTD | +191.0% | -36.1% | +227.1% | +255.5% |
| 1Y | +360.5% | -54.1% | +414.6% | +570.1% |
| 3Y | +1,568.0% | -55.8% | +1,623.8% | +2,137.6% |
| 5Y | +1,055.2% | +20.7% | +1,034.4% | +661.3% |
| All | +911.5% | +278.3% | +633.2% | +148.4% |
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