-8.1%
BROS vs BLDR
+15.3%
-23.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.6% | -0.2% | -2.3% |
| 7D | -2.5% | -8.2% | +5.7% | +0.9% |
| 30D | -11.2% | +16.3% | -27.5% | -16.6% |
| 3M | -33.9% | -17.0% | -17.0% | -29.2% |
| 6M | -33.5% | -17.4% | -16.1% | -29.6% |
| YTD | -44.9% | -41.6% | -3.4% | -34.1% |
| 1Y | -41.5% | -43.5% | +2.0% | -29.0% |
| 3Y | +22.4% | -51.6% | +74.1% | +40.3% |
| 5Y | -45.7% | -11.6% | -34.1% | -58.0% |
| All | -8.1% | +15.3% | -23.4% | -20.2% |
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