+90.0%
IT vs BLDR
+372.1%
-282.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.5% | +1.5% |
| 7D | -12.7% | -8.1% | -4.6% | -10.8% |
| 30D | -8.9% | -21.5% | +12.6% | -3.2% |
| 3M | +10.1% | -21.0% | +31.1% | +15.7% |
| 6M | +7.3% | -37.1% | +44.3% | +18.4% |
| YTD | -32.4% | -42.7% | +10.3% | -24.3% |
| 1Y | -26.6% | -58.0% | +31.3% | -11.3% |
| 3Y | -51.8% | -57.8% | +6.0% | -44.9% |
| 5Y | -45.6% | +10.3% | -55.9% | -54.4% |
| All | +90.0% | +372.1% | -282.1% | +3.3% |
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 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