+381.6%
COMP vs BLDR
-50.4%
+432.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -4.5% | +15.3% | +13.5% |
| 7D | +13.4% | -3.7% | +17.1% | +15.6% |
| 30D | +11.1% | +16.8% | -5.7% | -0.1% |
| 3M | -18.8% | -13.7% | -5.1% | -12.3% |
| 6M | +10.5% | -21.9% | +32.4% | +25.8% |
| YTD | -3.4% | -39.2% | +35.8% | +25.7% |
| 1Y | +19.7% | -42.6% | +62.3% | +59.7% |
| 3Y | +381.6% | -50.2% | +431.8% | +437.7% |
| All | +381.6% | -50.4% | +432.0% | +437.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling