+75.6%
BN vs BLDR
-54.9%
+130.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -1.0% |
| 7D | -1.2% | -0.3% | -0.8% | -1.1% |
| 30D | -10.9% | -16.2% | +5.3% | -5.9% |
| 3M | -11.1% | -14.4% | +3.3% | -7.9% |
| 6M | -4.4% | -32.8% | +28.4% | +6.8% |
| YTD | -14.1% | -39.2% | +25.0% | -1.7% |
| 1Y | -11.1% | -57.7% | +46.6% | +15.4% |
| 3Y | +75.6% | -55.3% | +130.8% | +93.5% |
| All | +75.6% | -54.9% | +130.4% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 3y: compounded portfolio wealth divided by compounded BLDR 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…
3y analysis · Full analysis span regression · 6 months rolling