+336.0%
IR vs BLDR
+324.7%
+11.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +1.1% | -10.3% | +11.4% | +4.7% |
| 30D | +7.6% | +19.6% | -12.0% | +0.3% |
| 3M | +0.1% | -17.0% | +17.1% | +5.2% |
| 6M | +14.0% | -16.7% | +30.7% | +18.6% |
| YTD | +7.5% | -39.4% | +46.9% | +23.7% |
| 1Y | +10.1% | -41.7% | +51.8% | +28.1% |
| 3Y | +24.9% | -49.9% | +74.7% | +45.2% |
| 5Y | +46.9% | -7.6% | +54.5% | +31.7% |
| All | +336.0% | +324.7% | +11.3% | +115.8% |
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