+376.5%
BLDR vs BRKR
+155.3%
+221.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -8.2% | -8.7% | +0.4% | -4.3% |
| 30D | -16.6% | -9.9% | -6.8% | -12.8% |
| 3M | -23.2% | -3.1% | -20.1% | -24.9% |
| 6M | -33.7% | +45.5% | -79.2% | -48.6% |
| YTD | -41.3% | +13.7% | -55.0% | -48.7% |
| 1Y | -58.8% | +67.4% | -126.2% | -71.0% |
| 3Y | -57.5% | -13.2% | -44.2% | -61.3% |
| 5Y | +12.9% | -39.5% | +52.4% | +23.4% |
| All | +376.5% | +155.3% | +221.1% | +133.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling