+176.6%
P vs BLDR
-50.4%
+227.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.5% | +8.1% | +4.2% |
| 7D | -23.8% | -3.7% | -20.2% | -23.5% |
| 30D | -36.6% | +16.8% | -53.4% | -38.6% |
| 3M | +10.9% | -13.7% | +24.6% | +13.5% |
| 6M | +30.0% | -21.9% | +51.8% | +34.5% |
| YTD | +44.4% | -39.2% | +83.6% | +56.5% |
| 1Y | +3.9% | -42.6% | +46.6% | +13.8% |
| 3Y | +176.6% | -50.2% | +226.8% | +182.2% |
| All | +176.6% | -50.4% | +227.0% | +182.2% |
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