+644.3%
BRO vs BLDR
+361.3%
+283.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.2% |
| 7D | -8.6% | -8.1% | -0.5% | -7.6% |
| 30D | -6.9% | -21.5% | +14.5% | -4.2% |
| 3M | +10.5% | -21.0% | +31.4% | +13.2% |
| 6M | -2.8% | -37.1% | +34.3% | +2.1% |
| YTD | -16.1% | -42.7% | +26.5% | -11.2% |
| 1Y | -27.6% | -58.0% | +30.4% | -20.6% |
| 3Y | -7.3% | -57.8% | +50.6% | -0.9% |
| 5Y | +19.0% | +10.3% | +8.7% | +11.0% |
| 10Y | +292.7% | +367.3% | -74.6% | +195.5% |
| All | +644.3% | +361.3% | +283.0% | +317.5% |
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