+376.5%
BLDR vs NYT
+489.9%
-113.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.2% |
| 7D | -8.2% | -0.6% | -7.6% | -8.0% |
| 30D | -16.6% | +4.6% | -21.2% | -18.2% |
| 3M | -23.2% | -9.6% | -13.6% | -20.9% |
| 6M | -33.7% | -14.0% | -19.7% | -30.5% |
| YTD | -41.3% | -2.8% | -38.5% | -42.2% |
| 1Y | -58.8% | +15.6% | -74.4% | -62.6% |
| 3Y | -57.5% | +56.3% | -113.8% | -67.3% |
| 5Y | +12.9% | +39.5% | -26.6% | -11.7% |
| All | +376.5% | +489.9% | -113.4% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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