+19.6%
BTDR vs BLDR
+36.4%
-16.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.4% | +3.0% |
| 7D | -3.4% | -8.2% | +4.8% | -0.8% |
| 30D | +32.6% | -16.6% | +49.2% | +40.1% |
| 3M | -32.2% | -23.2% | -9.1% | -26.9% |
| 6M | +52.4% | -33.7% | +86.1% | +71.9% |
| YTD | +6.7% | -41.3% | +48.0% | +24.3% |
| 1Y | -15.2% | -58.8% | +43.6% | +7.3% |
| 3Y | +14.9% | -57.5% | +72.3% | +46.1% |
| 5Y | +20.8% | +12.9% | +7.9% | +59.0% |
| All | +19.6% | +36.4% | -16.8% | +60.5% |
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