-58.0%
BLDR vs USFR
+4.0%
-62.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -4.0% | -3.6% |
| 7D | -8.1% | +0.1% | -8.2% | -6.7% |
| 30D | -21.5% | +0.3% | -21.8% | -16.0% |
| 3M | -21.0% | +1.0% | -21.9% | -1.9% |
| 6M | -37.1% | +1.9% | -39.0% | -8.6% |
| YTD | -42.7% | +2.7% | -45.4% | -9.7% |
| 1Y | -58.0% | +4.0% | -62.0% | -37.2% |
| All | -58.0% | +4.0% | -62.0% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling