+465.0%
JPM vs BLDR
+479.0%
-14.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +3.5% | -3.0% | +6.5% | +4.2% |
| 30D | +3.3% | +20.1% | -16.9% | -1.7% |
| 3M | -4.2% | -17.5% | +13.3% | -0.5% |
| 6M | +16.4% | -16.1% | +32.5% | +18.9% |
| YTD | +9.5% | -41.0% | +50.5% | +21.0% |
| 1Y | +14.0% | -41.6% | +55.6% | +26.0% |
| 3Y | +153.1% | -50.8% | +203.9% | +173.9% |
| 5Y | +134.9% | -10.8% | +145.6% | +100.6% |
| All | +465.0% | +479.0% | -14.0% | +155.3% |
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