+376.5%
BLDR vs BB
+1.6%
+374.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.6% | +2.1% |
| 7D | -8.2% | -0.4% | -7.8% | -8.2% |
| 30D | -16.6% | -12.5% | -4.1% | -14.7% |
| 3M | -23.2% | -17.4% | -5.7% | -21.5% |
| 6M | -33.7% | +119.1% | -152.9% | -44.8% |
| YTD | -41.3% | +102.4% | -143.7% | -50.4% |
| 1Y | -58.8% | +98.2% | -157.0% | -65.3% |
| 3Y | -57.5% | +46.9% | -104.4% | -64.1% |
| 5Y | +12.9% | -26.4% | +39.3% | +3.3% |
| All | +376.5% | +1.6% | +374.9% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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