-58.4%
BLDR vs BG
+20.1%
-78.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.1% |
| 7D | -8.1% | +3.7% | -11.8% | -8.8% |
| 30D | -21.5% | +12.3% | -33.8% | -23.4% |
| 3M | -21.0% | -2.2% | -18.8% | -20.5% |
| 6M | -37.1% | +5.3% | -42.4% | -38.3% |
| YTD | -42.7% | +42.4% | -85.1% | -48.5% |
| 1Y | -58.0% | +55.2% | -113.1% | -63.0% |
| All | -58.4% | +20.1% | -78.5% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling