-9.4%
BLDR vs BG
+21.9%
-31.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.5% |
| 7D | -3.0% | +2.6% | -5.5% | -3.5% |
| 30D | +20.1% | -6.7% | +26.8% | +22.0% |
| 3M | -17.5% | -9.3% | -8.2% | -16.2% |
| 6M | -16.1% | -18.3% | +2.2% | -12.5% |
| YTD | -41.0% | +16.2% | -57.2% | -45.4% |
| 1Y | -41.6% | +7.6% | -49.2% | -44.6% |
| 3Y | -50.8% | +6.6% | -57.4% | -54.4% |
| All | -9.4% | +21.9% | -31.3% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling