-50.8%
BLDR vs ES
+53.3%
-104.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -3.0% | +2.7% | -5.7% | -3.9% |
| 30D | +20.1% | +7.6% | +12.5% | +17.4% |
| 3M | -17.5% | +0.5% | -18.0% | -17.8% |
| 6M | -16.1% | +7.6% | -23.7% | -17.9% |
| YTD | -41.0% | +10.2% | -51.2% | -42.8% |
| 1Y | -41.6% | +1.8% | -43.4% | -42.3% |
| 3Y | -50.8% | +55.4% | -106.2% | -60.1% |
| All | -50.8% | +53.3% | -104.1% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling