-29.9%
COMP vs BLDR
+20.2%
-50.1%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -1.2% |
| 7D | +1.4% | -2.8% | +4.2% | +3.4% |
| 30D | -13.3% | -13.3% | -0.1% | -4.5% |
| 3M | +41.1% | -12.3% | +53.4% | +52.7% |
| 6M | +17.2% | -31.5% | +48.6% | +51.6% |
| YTD | +5.2% | -36.1% | +41.3% | +39.9% |
| 1Y | +18.9% | -54.1% | +73.0% | +96.1% |
| 3Y | +215.9% | -55.8% | +271.7% | +381.7% |
| All | -29.9% | +20.2% | -50.1% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling