+51.8%
BEN vs BLDR
+372.1%
-320.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.2% |
| 7D | +0.3% | -8.1% | +8.4% | +2.9% |
| 30D | +0.9% | -21.5% | +22.4% | +8.2% |
| 3M | +9.2% | -21.0% | +30.2% | +15.5% |
| 6M | +36.8% | -37.1% | +73.8% | +54.2% |
| YTD | +44.4% | -42.7% | +87.1% | +66.4% |
| 1Y | +45.8% | -58.0% | +103.8% | +83.9% |
| 3Y | +52.5% | -57.8% | +110.4% | +82.8% |
| 5Y | +37.7% | +10.3% | +27.4% | +17.9% |
| All | +51.8% | +372.1% | -320.3% | -14.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling