+14.9%
BTDR vs BLDR
-57.1%
+72.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.4% | +2.3% |
| 7D | -3.4% | -8.2% | +4.8% | +1.6% |
| 30D | +32.6% | -16.6% | +49.2% | +46.9% |
| 3M | -32.2% | -23.2% | -9.1% | -22.3% |
| 6M | +52.4% | -33.7% | +86.1% | +91.6% |
| YTD | +6.7% | -41.3% | +48.0% | +42.5% |
| 1Y | -15.2% | -58.8% | +43.6% | +38.5% |
| 3Y | +14.9% | -57.5% | +72.3% | +41.4% |
| All | +14.9% | -57.1% | +72.0% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling