+389.2%
BLDR vs ES
+599.7%
-210.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.9% |
| 7D | -2.8% | +0.3% | -3.1% | -3.1% |
| 30D | -13.3% | -2.0% | -11.3% | -12.1% |
| 3M | -12.3% | +1.7% | -13.9% | -13.3% |
| 6M | -31.5% | -3.5% | -27.9% | -30.2% |
| YTD | -36.1% | +7.9% | -44.0% | -40.0% |
| 1Y | -54.1% | +17.2% | -71.2% | -60.0% |
| 3Y | -55.8% | +29.3% | -85.1% | -65.9% |
| 5Y | +20.7% | -5.7% | +26.5% | +14.6% |
| 10Y | +390.2% | +85.2% | +305.0% | +120.6% |
| All | +389.2% | +599.7% | -210.5% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling