+767.9%
BLDR vs USFR
+27.5%
+740.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -13.3% | +0.3% | -13.6% | -13.4% |
| 3M | -12.3% | +1.0% | -13.3% | -12.8% |
| 6M | -31.5% | +1.9% | -33.4% | -32.3% |
| YTD | -36.1% | +2.6% | -38.7% | -37.1% |
| 1Y | -54.1% | +4.0% | -58.1% | -55.2% |
| 3Y | -55.8% | +14.1% | -69.9% | -59.5% |
| 5Y | +20.7% | +20.4% | +0.3% | +6.3% |
| 10Y | +390.2% | +28.0% | +362.2% | +321.2% |
| All | +767.9% | +27.5% | +740.4% | +651.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling