+256.9%
BNY vs BLDR
+10.9%
+246.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.4% |
| 7D | -1.3% | -8.2% | +6.9% | +0.2% |
| 30D | -0.2% | -16.6% | +16.5% | +2.9% |
| 3M | +14.9% | -23.2% | +38.1% | +19.4% |
| 6M | +40.0% | -33.7% | +73.7% | +48.9% |
| YTD | +42.0% | -41.3% | +83.3% | +53.8% |
| 1Y | +56.9% | -58.8% | +115.7% | +82.4% |
| 3Y | +289.9% | -57.5% | +347.3% | +325.8% |
| All | +256.9% | +10.9% | +246.0% | +167.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling