-52.7%
BLDR vs M
+123.1%
-175.8%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.7% |
| 7D | -2.8% | +4.7% | -7.6% | -4.3% |
| 30D | -13.3% | -9.6% | -3.6% | -10.4% |
| 3M | -12.3% | +0.9% | -13.1% | -12.5% |
| 6M | -31.5% | +22.3% | -53.7% | -35.7% |
| YTD | -36.1% | +6.5% | -42.6% | -37.7% |
| 1Y | -54.1% | +38.8% | -92.8% | -58.7% |
| All | -52.7% | +123.1% | -175.8% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling