-43.9%
BTDR vs BLDR
-11.9%
-32.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.9% | -9.6% | -8.9% |
| 7D | -6.9% | -3.0% | -3.9% | -5.9% |
| 30D | -31.5% | +20.1% | -51.7% | -36.5% |
| 3M | -36.1% | -17.5% | -18.6% | -33.1% |
| 6M | -57.6% | -16.1% | -41.5% | -56.0% |
| YTD | -50.0% | -41.0% | -9.0% | -42.4% |
| 1Y | -49.6% | -41.6% | -8.0% | -41.9% |
| 3Y | +48.5% | -50.8% | +99.4% | +90.1% |
| All | -43.9% | -11.9% | -32.0% | -27.6% |
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