+26.7%
BTDR vs BLDR
+41.4%
-14.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.9% | +7.2% | +3.9% |
| 7D | +22.4% | -0.3% | +22.7% | +22.5% |
| 30D | +16.5% | -16.2% | +32.7% | +22.9% |
| 3M | -31.5% | -14.4% | -17.1% | -28.6% |
| 6M | +74.0% | -32.8% | +106.8% | +95.1% |
| YTD | +13.0% | -39.2% | +52.2% | +30.1% |
| 1Y | -0.2% | -57.7% | +57.4% | +24.9% |
| 3Y | +9.9% | -55.3% | +65.2% | +38.3% |
| 5Y | +28.1% | +15.6% | +12.5% | +66.5% |
| All | +26.7% | +41.4% | -14.7% | +68.0% |
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