+27.0%
BROS vs BLDR
+26.2%
+0.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.3% |
| 7D | -6.7% | -2.8% | -3.8% | -5.6% |
| 30D | -29.1% | -13.3% | -15.8% | -24.9% |
| 3M | -16.7% | -12.3% | -4.4% | -13.4% |
| 6M | -11.6% | -31.5% | +19.8% | +0.9% |
| YTD | -23.9% | -36.1% | +12.1% | -11.8% |
| 1Y | -34.8% | -54.1% | +19.3% | -14.1% |
| 3Y | +62.1% | -55.8% | +117.8% | +96.2% |
| All | +27.0% | +26.2% | +0.8% | +6.9% |
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 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