+7.6%
COMP vs BLDR
-42.6%
+50.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | 0.0% | -3.0% | +3.0% | +2.1% |
| 30D | +16.6% | +20.1% | -3.6% | +2.4% |
| 3M | -23.5% | -17.5% | -6.0% | -14.1% |
| 6M | +25.7% | -16.1% | +41.8% | +37.6% |
| YTD | -3.4% | -41.0% | +37.6% | +24.3% |
| 1Y | +7.6% | -41.6% | +49.2% | +39.0% |
| All | +7.6% | -42.6% | +50.2% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling