+152.5%
JPM vs BLDR
+13.4%
+139.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.7% |
| 7D | -0.4% | -2.7% | +2.3% | 0.0% |
| 30D | -1.4% | -14.7% | +13.3% | +1.0% |
| 3M | +13.9% | -20.8% | +34.8% | +17.5% |
| 6M | +23.5% | -35.3% | +58.9% | +31.4% |
| YTD | +11.6% | -40.3% | +52.0% | +20.1% |
| 1Y | +21.4% | -56.3% | +77.7% | +37.3% |
| 3Y | +163.4% | -56.1% | +219.6% | +183.6% |
| 5Y | +152.5% | +12.9% | +139.6% | +102.7% |
| All | +152.5% | +13.4% | +139.1% | +102.7% |
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