+667.4%
NFLX vs BLDR
+372.1%
+295.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.6% |
| 7D | -8.1% | -8.1% | +0.1% | -6.8% |
| 30D | +1.6% | -21.5% | +23.1% | +5.6% |
| 3M | -7.3% | -21.0% | +13.7% | -4.4% |
| 6M | -21.6% | -37.1% | +15.5% | -16.5% |
| YTD | -18.9% | -42.7% | +23.8% | -12.8% |
| 1Y | -39.1% | -58.0% | +18.9% | -31.1% |
| 3Y | +71.7% | -57.8% | +129.5% | +85.7% |
| 5Y | +27.0% | +10.3% | +16.7% | +12.9% |
| All | +667.4% | +372.1% | +295.3% | +459.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling