+95.1%
F vs BLDR
+388.1%
-293.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.1% | +0.5% |
| 7D | +5.3% | -2.8% | +8.2% | +6.4% |
| 30D | +4.6% | -13.3% | +17.9% | +9.9% |
| 3M | -3.7% | -12.3% | +8.6% | -0.7% |
| 6M | +16.8% | -31.5% | +48.3% | +31.3% |
| YTD | +15.3% | -36.1% | +51.4% | +31.5% |
| 1Y | +31.0% | -54.1% | +85.1% | +68.0% |
| 3Y | +45.4% | -55.8% | +101.2% | +78.3% |
| 5Y | +54.7% | +20.7% | +33.9% | +24.0% |
| All | +95.1% | +388.1% | -293.0% | -15.9% |
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