+484.0%
BLDR vs M
-7.1%
+491.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | -3.0% | +7.0% | -10.0% | -5.3% |
| 30D | +20.1% | +8.9% | +11.2% | +17.0% |
| 3M | -17.5% | +4.5% | -22.0% | -18.5% |
| 6M | -16.1% | +36.2% | -52.3% | -24.7% |
| YTD | -41.0% | +15.1% | -56.2% | -44.2% |
| 1Y | -41.6% | +27.4% | -69.0% | -46.6% |
| 3Y | -50.8% | +160.1% | -211.0% | -67.5% |
| 5Y | -10.8% | -1.6% | -9.2% | -22.0% |
| All | +484.0% | -7.1% | +491.1% | +259.1% |
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