+348.9%
BLDR vs NTRS
+593.4%
-244.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.4% |
| 7D | -8.2% | +1.4% | -9.6% | -9.3% |
| 30D | -16.6% | -0.7% | -16.0% | -16.3% |
| 3M | -23.2% | +11.3% | -34.5% | -30.8% |
| 6M | -33.7% | +35.5% | -69.3% | -50.0% |
| YTD | -41.3% | +40.6% | -81.9% | -57.6% |
| 1Y | -58.8% | +49.2% | -108.0% | -71.9% |
| 3Y | -57.5% | +167.2% | -224.7% | -83.2% |
| 5Y | +12.9% | +94.9% | -82.0% | -44.5% |
| 10Y | +378.4% | +259.5% | +118.9% | +19.7% |
| All | +348.9% | +593.4% | -244.5% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling