+386.5%
BLDR vs URA
+369.2%
+17.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.4% |
| 7D | -2.7% | +5.7% | -8.4% | -4.8% |
| 30D | -14.7% | +5.6% | -20.3% | -16.7% |
| 3M | -20.8% | +6.2% | -27.0% | -23.1% |
| 6M | -35.3% | -8.2% | -27.1% | -34.2% |
| YTD | -40.3% | +9.7% | -50.0% | -44.2% |
| 1Y | -56.3% | +17.0% | -73.3% | -61.3% |
| 3Y | -56.1% | +118.5% | -174.6% | -72.5% |
| 5Y | +12.9% | +134.3% | -121.4% | -37.0% |
| 10Y | +386.5% | +377.5% | +9.0% | +39.2% |
| All | +386.5% | +369.2% | +17.2% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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