+97.0%
META vs BLDR
-48.6%
+145.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.8% |
| 7D | +3.3% | -1.1% | +4.3% | +3.4% |
| 30D | -10.8% | +19.1% | -29.8% | -14.0% |
| 3M | +7.9% | -12.6% | +20.5% | +10.2% |
| 6M | +5.4% | -18.7% | +24.1% | +8.1% |
| YTD | -2.6% | -38.8% | +36.3% | +4.2% |
| 1Y | +1.9% | -41.2% | +43.1% | +9.6% |
| 3Y | +97.0% | -49.4% | +146.3% | +116.6% |
| All | +97.0% | -48.6% | +145.6% | +116.6% |
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