+1,447.0%
JBL vs BLDR
+372.1%
+1,074.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.2% | -1.3% |
| 7D | -1.0% | -8.1% | +7.1% | +1.9% |
| 30D | -15.1% | -21.5% | +6.4% | -7.8% |
| 3M | -14.0% | -21.0% | +6.9% | -8.0% |
| 6M | +20.6% | -37.1% | +57.7% | +39.4% |
| YTD | +32.9% | -42.7% | +75.6% | +57.1% |
| 1Y | +40.5% | -58.0% | +98.5% | +84.5% |
| 3Y | +183.7% | -57.8% | +241.6% | +249.1% |
| 5Y | +388.3% | +10.3% | +378.1% | +290.2% |
| All | +1,447.0% | +372.1% | +1,074.8% | +572.5% |
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