+174.4%
BLDR vs NTR
+97.9%
+76.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | -8.2% | -1.3% | -7.0% | -7.7% |
| 30D | -16.6% | +16.8% | -33.4% | -22.6% |
| 3M | -23.2% | +20.7% | -43.9% | -30.6% |
| 6M | -33.7% | +0.5% | -34.3% | -35.8% |
| YTD | -41.3% | +29.2% | -70.5% | -50.4% |
| 1Y | -58.8% | +39.6% | -98.4% | -66.8% |
| 3Y | -57.5% | +37.9% | -95.3% | -66.7% |
| 5Y | +12.9% | +47.1% | -34.2% | -28.8% |
| All | +174.4% | +97.9% | +76.5% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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