+391.8%
NEM vs BLDR
+414.6%
-22.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.0% |
| 7D | +0.3% | -2.8% | +3.1% | +0.5% |
| 30D | +23.1% | -13.3% | +36.4% | +24.5% |
| 3M | +18.5% | -12.3% | +30.7% | +19.5% |
| 6M | +7.8% | -31.5% | +39.2% | +10.8% |
| YTD | +29.1% | -36.1% | +65.2% | +33.4% |
| 1Y | +72.7% | -54.1% | +126.7% | +82.8% |
| 3Y | +248.7% | -55.8% | +304.5% | +264.8% |
| 5Y | +148.7% | +20.7% | +127.9% | +135.6% |
| 10Y | +304.8% | +390.2% | -85.5% | +226.3% |
| All | +391.8% | +414.6% | -22.8% | +238.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling