-47.0%
BROS vs BLDR
-7.0%
-40.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -20.4% | -10.3% | -10.1% | -16.4% |
| 30D | -6.1% | +19.6% | -25.7% | -12.9% |
| 3M | -29.4% | -17.0% | -12.4% | -24.3% |
| 6M | -31.5% | -16.7% | -14.8% | -27.7% |
| YTD | -42.8% | -39.4% | -3.4% | -32.4% |
| 1Y | -37.5% | -41.7% | +4.2% | -24.8% |
| 3Y | +27.2% | -49.9% | +77.0% | +43.1% |
| 5Y | -47.0% | -7.6% | -39.4% | -62.9% |
| All | -47.0% | -7.0% | -40.0% | -62.9% |
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