+365.0%
BLDR vs ES
+595.9%
-230.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.9% | -1.6% | -2.5% |
| 7D | -3.7% | +1.9% | -5.5% | -4.8% |
| 30D | +16.8% | +7.1% | +9.7% | +11.7% |
| 3M | -13.7% | -1.9% | -11.8% | -12.6% |
| 6M | -21.9% | +4.4% | -26.2% | -24.3% |
| YTD | -39.2% | +7.3% | -46.5% | -42.7% |
| 1Y | -42.6% | +2.1% | -44.8% | -44.5% |
| 3Y | -50.2% | +41.8% | -92.0% | -64.0% |
| 5Y | -7.0% | +1.4% | -8.4% | -16.4% |
| 10Y | +584.2% | +86.8% | +497.5% | +205.4% |
| All | +365.0% | +595.9% | -230.8% | -53.1% |
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 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