+19.7%
BROS vs BLDR
+15.8%
+3.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.1% |
| 7D | -5.8% | -8.2% | +2.5% | -2.5% |
| 30D | -14.0% | -16.6% | +2.7% | -7.6% |
| 3M | -32.5% | -23.2% | -9.3% | -26.0% |
| 6M | -14.9% | -33.7% | +18.8% | -1.6% |
| YTD | -28.3% | -41.3% | +13.0% | -14.0% |
| 1Y | -34.0% | -58.8% | +24.8% | -8.9% |
| 3Y | +63.0% | -57.5% | +120.4% | +99.4% |
| All | +19.7% | +15.8% | +3.9% | +4.2% |
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