+351.2%
BLDR vs BG
+154.7%
+196.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.1% |
| 7D | -3.0% | +2.6% | -5.5% | -4.1% |
| 30D | +20.1% | -6.7% | +26.8% | +23.8% |
| 3M | -17.5% | -9.3% | -8.2% | -14.8% |
| 6M | -16.1% | -18.3% | +2.2% | -9.8% |
| YTD | -41.0% | +16.2% | -57.2% | -47.4% |
| 1Y | -41.6% | +7.6% | -49.2% | -45.8% |
| 3Y | -50.8% | +6.6% | -57.4% | -56.1% |
| 5Y | -10.8% | +22.2% | -33.0% | -29.1% |
| 10Y | +486.3% | +112.0% | +374.3% | +225.7% |
| All | +351.2% | +154.7% | +196.5% | +99.1% |
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