+207.0%
C vs BLDR
+479.0%
-272.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.3% |
| 7D | +4.2% | -3.0% | +7.1% | +5.1% |
| 30D | +2.0% | +20.1% | -18.1% | -4.9% |
| 3M | -10.1% | -17.5% | +7.4% | -5.6% |
| 6M | +1.0% | -16.1% | +17.1% | +3.8% |
| YTD | +8.5% | -41.0% | +49.5% | +24.1% |
| 1Y | +25.7% | -41.6% | +67.3% | +43.8% |
| 3Y | +216.0% | -50.8% | +266.8% | +257.5% |
| 5Y | +112.3% | -10.8% | +123.1% | +75.7% |
| All | +207.0% | +479.0% | -272.0% | +4.3% |
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