+22.6%
BROS vs BLDR
+17.7%
+4.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.3% |
| 7D | -6.6% | -2.7% | -3.9% | -5.6% |
| 30D | -12.3% | -14.7% | +2.4% | -6.9% |
| 3M | -22.2% | -20.8% | -1.4% | -15.7% |
| 6M | -14.3% | -35.3% | +21.1% | +0.1% |
| YTD | -26.6% | -40.3% | +13.8% | -12.5% |
| 1Y | -31.5% | -56.3% | +24.8% | -7.8% |
| 3Y | +62.3% | -56.1% | +118.4% | +95.6% |
| All | +22.6% | +17.7% | +4.9% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling