+12.8%
BLDR vs NTR
+45.7%
-32.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.7% | +2.5% |
| 7D | -8.2% | -1.3% | -7.0% | -8.0% |
| 30D | -16.6% | +16.8% | -33.4% | -19.7% |
| 3M | -23.2% | +20.7% | -43.9% | -27.0% |
| 6M | -33.7% | +0.5% | -34.3% | -34.5% |
| YTD | -41.3% | +29.2% | -70.5% | -46.4% |
| 1Y | -58.8% | +39.6% | -98.4% | -63.4% |
| 3Y | -57.5% | +37.9% | -95.3% | -62.9% |
| All | +12.8% | +45.7% | -32.9% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling