+523.1%
BLDR vs M
-3.0%
+526.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.8% |
| 7D | -1.1% | +5.0% | -6.1% | -2.6% |
| 30D | +19.1% | +10.6% | +8.4% | +15.3% |
| 3M | -12.6% | +1.6% | -14.2% | -12.8% |
| 6M | -18.7% | +30.8% | -49.5% | -26.0% |
| YTD | -38.8% | +16.9% | -55.7% | -42.4% |
| 1Y | -41.2% | +26.3% | -67.5% | -46.1% |
| 3Y | -49.4% | +158.6% | -208.0% | -66.5% |
| 5Y | -6.0% | +2.1% | -8.0% | -18.9% |
| 10Y | +523.1% | -4.3% | +527.4% | +277.3% |
| All | +523.1% | -3.0% | +526.1% | +277.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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