-53.6%
IT vs BLDR
-50.7%
-2.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +1.1% | -3.0% | +4.1% | +1.6% |
| 30D | -1.8% | +20.1% | -22.0% | -4.5% |
| 3M | +4.8% | -17.5% | +22.3% | +7.7% |
| 6M | +33.0% | -16.1% | +49.1% | +35.2% |
| YTD | -23.8% | -41.0% | +17.2% | -19.1% |
| 1Y | -16.5% | -41.6% | +25.1% | -11.4% |
| 3Y | -53.6% | -50.8% | -2.8% | -49.7% |
| All | -53.6% | -50.7% | -2.9% | -49.7% |
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