+376.5%
BLDR vs BG
+166.7%
+209.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.2% |
| 7D | -8.2% | +3.1% | -11.4% | -9.7% |
| 30D | -16.6% | +10.2% | -26.9% | -20.7% |
| 3M | -23.2% | -1.7% | -21.5% | -23.6% |
| 6M | -33.7% | +1.0% | -34.7% | -35.5% |
| YTD | -41.3% | +39.9% | -81.2% | -51.4% |
| 1Y | -58.8% | +53.2% | -112.0% | -67.6% |
| 3Y | -57.5% | +16.3% | -73.7% | -62.8% |
| 5Y | +12.9% | +83.9% | -71.0% | -27.9% |
| All | +376.5% | +166.7% | +209.8% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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