+243.2%
INTC vs BLDR
+372.1%
-129.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.9% | -1.6% | -4.6% |
| 7D | +9.4% | -8.1% | +17.6% | +11.7% |
| 30D | +2.7% | -21.5% | +24.1% | +8.9% |
| 3M | -6.3% | -21.0% | +14.7% | -1.3% |
| 6M | +114.5% | -37.1% | +151.5% | +137.9% |
| YTD | +171.9% | -42.7% | +214.6% | +208.4% |
| 1Y | +305.0% | -58.0% | +363.0% | +395.6% |
| 3Y | +168.3% | -57.8% | +226.2% | +216.3% |
| 5Y | +102.3% | +10.3% | +92.0% | +81.3% |
| All | +243.2% | +372.1% | -129.0% | +112.8% |
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