+32.6%
NET vs BLDR
+3.8%
+28.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +9.3% | -11.8% | -6.1% |
| 7D | -16.4% | +24.4% | -40.7% | -24.3% |
| 30D | -25.8% | +24.9% | -50.8% | -33.3% |
| 3M | -11.5% | -7.8% | -3.7% | -10.4% |
| 6M | +18.9% | -5.8% | +24.7% | +16.4% |
| YTD | +35.2% | -32.5% | +67.7% | +48.1% |
| 1Y | +14.5% | -36.7% | +51.2% | +28.9% |
| 3Y | +313.8% | -45.2% | +359.0% | +305.5% |
| 5Y | +32.6% | +6.3% | +26.3% | -29.5% |
| All | +32.6% | +3.8% | +28.8% | -29.5% |
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 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