+365.3%
BLDR vs BG
+210.4%
+154.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.4% | -9.2% | -7.0% |
| 7D | -0.3% | +2.4% | -2.7% | -1.7% |
| 30D | -16.2% | +15.0% | -31.2% | -22.5% |
| 3M | -14.4% | -0.7% | -13.8% | -15.5% |
| 6M | -32.8% | +7.5% | -40.3% | -36.9% |
| YTD | -39.2% | +41.6% | -80.8% | -50.4% |
| 1Y | -57.7% | +50.7% | -108.3% | -66.8% |
| 3Y | -55.3% | +20.3% | -75.5% | -62.0% |
| 5Y | +15.6% | +85.2% | -69.6% | -25.5% |
| 10Y | +359.8% | +160.6% | +199.2% | +131.0% |
| All | +365.3% | +210.4% | +154.9% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling