-46.3%
IT vs BLDR
+13.4%
-59.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.2% |
| 7D | -9.1% | -2.7% | -6.4% | -8.5% |
| 30D | -12.2% | -14.7% | +2.6% | -8.9% |
| 3M | +7.8% | -20.8% | +28.6% | +12.8% |
| 6M | +2.0% | -35.3% | +37.3% | +11.2% |
| YTD | -32.7% | -40.3% | +7.6% | -25.9% |
| 1Y | -31.1% | -56.3% | +25.2% | -18.1% |
| 3Y | -52.1% | -56.1% | +4.0% | -46.9% |
| 5Y | -46.3% | +12.9% | -59.2% | -58.2% |
| All | -46.3% | +13.4% | -59.6% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling