+747.8%
BNY vs BLDR
+372.2%
+375.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | -0.5% |
| 7D | -1.3% | -8.2% | +6.9% | +0.5% |
| 30D | -0.2% | -16.6% | +16.5% | +3.6% |
| 3M | +14.9% | -23.2% | +38.1% | +20.3% |
| 6M | +40.0% | -33.7% | +73.7% | +50.4% |
| YTD | +42.0% | -41.3% | +83.3% | +55.7% |
| 1Y | +56.9% | -58.8% | +115.7% | +85.0% |
| 3Y | +289.9% | -57.5% | +347.3% | +337.5% |
| 5Y | +259.2% | +12.9% | +246.3% | +213.2% |
| 10Y | +413.3% | +378.4% | +34.9% | +197.2% |
| All | +747.8% | +372.2% | +375.5% | +167.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling