+389.2%
BLDR vs M
+22.5%
+366.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.2% |
| 7D | -2.8% | +4.7% | -7.6% | -5.0% |
| 30D | -13.3% | -9.6% | -3.6% | -8.8% |
| 3M | -12.3% | +0.9% | -13.1% | -12.9% |
| 6M | -31.5% | +22.3% | -53.7% | -38.4% |
| YTD | -36.1% | +6.5% | -42.6% | -39.0% |
| 1Y | -54.1% | +38.8% | -92.8% | -61.8% |
| 3Y | -55.8% | +115.9% | -171.7% | -73.9% |
| 5Y | +20.7% | +28.6% | -7.9% | -19.4% |
| 10Y | +390.2% | -2.5% | +392.8% | +155.6% |
| All | +389.2% | +22.5% | +366.7% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling