+140.1%
BP vs BLDR
+473.7%
-333.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.6% | +4.8% | +1.9% |
| 7D | +2.5% | -8.2% | +10.7% | +4.0% |
| 30D | -5.6% | +16.3% | -21.8% | -8.8% |
| 3M | +8.0% | -17.0% | +25.0% | +10.7% |
| 6M | +5.7% | -17.4% | +23.1% | +6.7% |
| YTD | +36.8% | -41.6% | +78.4% | +46.8% |
| 1Y | +30.7% | -43.5% | +74.2% | +40.9% |
| 3Y | +51.6% | -51.6% | +103.3% | +61.2% |
| 5Y | +112.2% | -11.6% | +123.8% | +80.7% |
| All | +140.1% | +473.7% | -333.6% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling