+341.5%
D vs BLDR
+389.2%
-47.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.1% |
| 7D | +3.0% | -3.7% | +6.6% | +3.2% |
| 30D | +11.5% | +16.8% | -5.3% | +10.1% |
| 3M | +3.7% | -13.7% | +17.5% | +4.7% |
| 6M | +13.5% | -21.9% | +35.4% | +15.1% |
| YTD | +20.7% | -39.2% | +59.9% | +24.3% |
| 1Y | +18.2% | -42.6% | +60.9% | +22.2% |
| 3Y | +73.3% | -50.2% | +123.5% | +78.5% |
| 5Y | +12.3% | -7.0% | +19.2% | +8.5% |
| 10Y | +43.4% | +584.2% | -540.9% | +15.4% |
| All | +341.5% | +389.2% | -47.7% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling