+585.7%
JPM vs BLDR
+372.1%
+213.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.6% |
| 7D | -2.3% | -8.1% | +5.8% | -0.4% |
| 30D | -2.3% | -21.5% | +19.1% | +3.3% |
| 3M | +14.9% | -21.0% | +35.9% | +20.2% |
| 6M | +23.6% | -37.1% | +60.7% | +36.1% |
| YTD | +11.3% | -42.7% | +54.0% | +24.7% |
| 1Y | +19.9% | -58.0% | +77.8% | +44.4% |
| 3Y | +162.6% | -57.8% | +220.4% | +197.3% |
| 5Y | +154.6% | +10.3% | +144.3% | +104.1% |
| All | +585.7% | +372.1% | +213.5% | +212.2% |
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 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