+351.2%
BLDR vs BB
-64.9%
+416.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.5% |
| 7D | -3.0% | +1.8% | -4.8% | -3.4% |
| 30D | +20.1% | +8.1% | +12.0% | +16.9% |
| 3M | -17.5% | -1.0% | -16.5% | -18.7% |
| 6M | -16.1% | +45.9% | -62.0% | -26.6% |
| YTD | -41.0% | +134.8% | -175.9% | -54.5% |
| 1Y | -41.6% | +104.6% | -146.2% | -53.6% |
| 3Y | -50.8% | +152.8% | -203.7% | -65.5% |
| 5Y | -10.8% | -17.4% | +6.7% | -21.1% |
| 10Y | +486.3% | +22.4% | +463.9% | +239.2% |
| All | +351.2% | -64.9% | +416.1% | +309.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling