+298.4%
BLDR vs BR
+1,282.8%
-984.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | -8.1% | -6.0% | -2.2% | -3.2% |
| 30D | -21.5% | -0.9% | -20.6% | -21.0% |
| 3M | -21.0% | +16.4% | -37.4% | -31.9% |
| 6M | -37.1% | -8.2% | -28.9% | -33.9% |
| YTD | -42.7% | -23.2% | -19.5% | -30.8% |
| 1Y | -58.0% | -30.9% | -27.0% | -44.1% |
| 3Y | -57.8% | -5.0% | -52.9% | -58.8% |
| 5Y | +10.3% | +8.8% | +1.5% | -7.3% |
| 10Y | +367.3% | +190.1% | +177.2% | +38.3% |
| All | +298.4% | +1,282.8% | -984.5% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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