+338.5%
BLDR vs NYT
+176.2%
+162.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -8.1% | -0.7% | -7.4% | -7.8% |
| 30D | -21.5% | +4.5% | -25.9% | -23.3% |
| 3M | -21.0% | -8.5% | -12.5% | -18.7% |
| 6M | -37.1% | -15.1% | -22.0% | -32.9% |
| YTD | -42.7% | -3.3% | -39.4% | -43.5% |
| 1Y | -58.0% | +17.0% | -75.0% | -62.7% |
| 3Y | -57.8% | +55.7% | -113.5% | -68.8% |
| 5Y | +10.3% | +38.9% | -28.6% | -16.0% |
| 10Y | +367.3% | +485.3% | -118.0% | +47.6% |
| All | +338.5% | +176.2% | +162.3% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling