+12.8%
BLDR vs NTRS
+93.2%
-80.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.7% |
| 7D | -8.2% | +1.4% | -9.6% | -9.0% |
| 30D | -16.6% | -0.7% | -16.0% | -16.4% |
| 3M | -23.2% | +11.3% | -34.5% | -28.7% |
| 6M | -33.7% | +35.5% | -69.3% | -45.9% |
| YTD | -41.3% | +40.6% | -81.9% | -53.6% |
| 1Y | -58.8% | +49.2% | -108.0% | -68.7% |
| 3Y | -57.5% | +167.2% | -224.7% | -78.4% |
| All | +12.8% | +93.2% | -80.4% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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