+502.3%
BLDR vs ES
+92.3%
+410.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -1.5% |
| 7D | -10.3% | +0.1% | -10.4% | -10.4% |
| 30D | +19.6% | +6.7% | +12.8% | +16.5% |
| 3M | -17.0% | +0.3% | -17.3% | -17.1% |
| 6M | -16.7% | +7.4% | -24.1% | -19.1% |
| YTD | -39.4% | +8.4% | -47.8% | -41.6% |
| 1Y | -41.7% | +0.6% | -42.3% | -42.3% |
| 3Y | -49.9% | +50.6% | -100.5% | -59.3% |
| 5Y | -7.6% | +4.8% | -12.4% | -12.9% |
| 10Y | +502.3% | +93.1% | +409.2% | +502.0% |
| All | +502.3% | +92.3% | +410.0% | +502.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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