+218.3%
C vs BLDR
+518.5%
-300.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -0.4% | -10.3% | +9.9% | +3.1% |
| 30D | -5.3% | +19.6% | -24.9% | -11.6% |
| 3M | -8.0% | -17.0% | +9.0% | -3.6% |
| 6M | -0.3% | -16.7% | +16.5% | +2.9% |
| YTD | +8.6% | -39.4% | +48.1% | +23.2% |
| 1Y | +25.8% | -41.7% | +67.5% | +44.1% |
| 3Y | +221.2% | -49.9% | +271.0% | +261.3% |
| 5Y | +113.6% | -7.6% | +121.1% | +74.6% |
| 10Y | +218.3% | +502.3% | -284.0% | +7.1% |
| All | +218.3% | +518.5% | -300.1% | +7.1% |
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