+154.1%
F vs BLDR
+389.2%
-235.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +0.4% |
| 7D | +1.6% | -3.7% | +5.2% | +2.3% |
| 30D | +2.6% | +16.8% | -14.1% | -1.7% |
| 3M | -8.8% | -13.7% | +4.9% | -6.0% |
| 6M | +4.6% | -21.9% | +26.5% | +9.5% |
| YTD | -1.9% | -39.2% | +37.3% | +8.3% |
| 1Y | -0.8% | -42.6% | +41.9% | +11.0% |
| 3Y | +43.5% | -50.2% | +93.7% | +61.5% |
| 5Y | -12.1% | -7.0% | -5.1% | -16.4% |
| 10Y | +83.6% | +584.2% | -500.6% | +3.7% |
| All | +154.1% | +389.2% | -235.1% | -21.1% |
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