+66.9%
DD vs BLDR
+383.3%
-316.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -1.0% |
| 7D | -3.5% | -8.2% | +4.7% | -1.1% |
| 30D | -11.7% | -16.6% | +5.0% | -7.0% |
| 3M | -9.2% | -23.2% | +13.9% | -3.1% |
| 6M | -7.2% | -33.7% | +26.6% | +2.8% |
| YTD | +6.6% | -41.3% | +47.9% | +22.0% |
| 1Y | +32.0% | -58.8% | +90.8% | +67.3% |
| 3Y | +42.1% | -57.5% | +99.6% | +69.0% |
| 5Y | +58.1% | +12.9% | +45.2% | +31.3% |
| All | +66.9% | +383.3% | -316.5% | -14.6% |
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