-51.6%
IT vs BLDR
-56.4%
+4.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.4% |
| 7D | -9.1% | -2.7% | -6.4% | -8.7% |
| 30D | -12.2% | -14.7% | +2.6% | -10.0% |
| 3M | +7.8% | -20.8% | +28.6% | +11.1% |
| 6M | +2.0% | -35.3% | +37.3% | +8.1% |
| YTD | -32.7% | -40.3% | +7.6% | -28.3% |
| 1Y | -31.1% | -56.3% | +25.2% | -22.5% |
| All | -51.6% | -56.4% | +4.8% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling