-55.3%
BLDR vs BB
+68.2%
-123.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -5.2% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -16.2% | -12.4% | -3.9% | -14.6% |
| 3M | -14.4% | -15.3% | +0.9% | -13.3% |
| 6M | -32.8% | +128.8% | -161.6% | -43.8% |
| YTD | -39.2% | +107.7% | -146.8% | -48.3% |
| 1Y | -57.7% | +103.9% | -161.6% | -64.2% |
| 3Y | -55.3% | +72.6% | -127.9% | -65.6% |
| All | -55.3% | +68.2% | -123.4% | -65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling