+162.3%
JPM vs BLDR
-56.4%
+218.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.6% |
| 7D | -0.4% | -2.7% | +2.3% | -0.1% |
| 30D | -1.4% | -14.7% | +13.3% | +0.4% |
| 3M | +13.9% | -20.8% | +34.8% | +16.6% |
| 6M | +23.5% | -35.3% | +58.9% | +29.3% |
| YTD | +11.6% | -40.3% | +52.0% | +17.9% |
| 1Y | +21.4% | -56.3% | +77.7% | +32.8% |
| All | +162.3% | -56.4% | +218.7% | +178.1% |
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