-15.8%
F vs BLDR
-8.6%
-7.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.9% |
| 7D | +1.6% | -3.7% | +5.2% | +2.7% |
| 30D | +2.6% | +16.8% | -14.1% | -3.8% |
| 3M | -8.8% | -13.7% | +4.9% | -4.7% |
| 6M | +4.6% | -21.9% | +26.5% | +11.7% |
| YTD | -1.9% | -39.2% | +37.3% | +13.5% |
| 1Y | -0.8% | -42.6% | +41.9% | +17.1% |
| 3Y | +43.5% | -50.2% | +93.7% | +64.5% |
| All | -15.8% | -8.6% | -7.2% | -37.6% |
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 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