-7.8%
BRO vs BLDR
-57.1%
+49.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.4% |
| 7D | -7.3% | -8.2% | +0.9% | -6.7% |
| 30D | -6.9% | -16.6% | +9.8% | -5.5% |
| 3M | +10.7% | -23.2% | +33.8% | +12.5% |
| 6M | -2.7% | -33.7% | +31.0% | -0.2% |
| YTD | -16.3% | -41.3% | +25.0% | -13.5% |
| 1Y | -29.1% | -58.8% | +29.7% | -25.1% |
| 3Y | -7.8% | -57.5% | +49.6% | -2.7% |
| All | -7.8% | -57.1% | +49.3% | -2.7% |
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