+15.6%
BLDR vs URA
+131.0%
-115.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.1% | -8.0% | -5.8% |
| 7D | -0.3% | +8.1% | -8.4% | -2.6% |
| 30D | -16.2% | +5.8% | -22.0% | -17.7% |
| 3M | -14.4% | +3.4% | -17.9% | -15.7% |
| 6M | -32.8% | -2.6% | -30.2% | -33.0% |
| YTD | -39.2% | +11.2% | -50.3% | -42.2% |
| 1Y | -57.7% | +19.8% | -77.5% | -61.5% |
| 3Y | -55.3% | +121.5% | -176.7% | -68.7% |
| 5Y | +15.6% | +134.5% | -118.8% | -23.4% |
| All | +15.6% | +131.0% | -115.4% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling