+950.6%
BX vs BLDR
+360.4%
+590.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.3% | -0.5% |
| 7D | -2.0% | -0.3% | -1.6% | -1.9% |
| 30D | -2.3% | -16.2% | +13.9% | +1.7% |
| 3M | +18.5% | -14.4% | +32.9% | +22.0% |
| 6M | +23.7% | -32.8% | +56.5% | +34.0% |
| YTD | -10.4% | -39.2% | +28.8% | -0.9% |
| 1Y | -19.6% | -57.7% | +38.1% | -3.8% |
| 3Y | +30.8% | -55.3% | +86.1% | +51.5% |
| 5Y | +24.3% | +15.6% | +8.7% | +16.6% |
| 10Y | +679.5% | +359.8% | +319.7% | +420.0% |
| All | +950.6% | +360.4% | +590.2% | +376.2% |
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