+291.3%
IR vs BLDR
+348.2%
-56.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.4% |
| 7D | -2.8% | -2.8% | 0.0% | -1.9% |
| 30D | -15.1% | -13.3% | -1.9% | -11.2% |
| 3M | +6.1% | -12.3% | +18.3% | +9.9% |
| 6M | -16.8% | -31.5% | +14.6% | -6.6% |
| YTD | -3.5% | -36.1% | +32.5% | +10.3% |
| 1Y | -3.5% | -54.1% | +50.6% | +22.4% |
| 3Y | +9.5% | -55.8% | +65.2% | +33.7% |
| 5Y | +45.1% | +20.7% | +24.3% | +20.1% |
| All | +291.3% | +348.2% | -56.9% | +92.3% |
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