+365.4%
BLDR vs INDA
+83.0%
+282.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.0% |
| 7D | -8.1% | -3.6% | -4.5% | -5.1% |
| 30D | -21.5% | -4.0% | -17.5% | -18.7% |
| 3M | -21.0% | +1.7% | -22.7% | -21.8% |
| 6M | -37.1% | -3.6% | -33.4% | -34.6% |
| YTD | -42.7% | -11.0% | -31.7% | -36.5% |
| 1Y | -58.0% | -9.5% | -48.5% | -54.2% |
| 3Y | -57.8% | +7.6% | -65.5% | -60.3% |
| 5Y | +10.3% | +4.8% | +5.5% | +6.9% |
| All | +365.4% | +83.0% | +282.5% | +188.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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