+39.3%
BLDR vs VSXY
+42.7%
-3.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.9% | -8.7% | -5.7% |
| 7D | -0.3% | -6.8% | +6.4% | +0.8% |
| 30D | -16.2% | -20.4% | +4.2% | -12.3% |
| 3M | -14.4% | +2.9% | -17.3% | -15.5% |
| 6M | -32.8% | +67.9% | -100.7% | -42.4% |
| YTD | -39.2% | +44.9% | -84.0% | -46.4% |
| 1Y | -57.7% | +205.9% | -263.6% | -69.2% |
| 3Y | -55.3% | +373.9% | -429.1% | -73.6% |
| 5Y | +15.6% | +23.5% | -7.8% | -7.8% |
| All | +39.3% | +42.7% | -3.4% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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