+504.9%
P vs BLDR
+382.9%
+122.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.5% | +0.8% | +4.7% |
| 7D | -9.6% | -2.7% | -6.9% | -9.1% |
| 30D | -33.4% | +24.8% | -58.3% | -38.5% |
| 3M | +14.2% | -11.7% | +25.9% | +16.4% |
| 6M | +31.6% | -14.8% | +46.3% | +33.6% |
| YTD | +53.5% | -35.9% | +89.4% | +67.5% |
| 1Y | +14.2% | -39.7% | +53.9% | +26.4% |
| 3Y | +190.5% | -45.6% | +236.1% | +214.5% |
| 5Y | +256.3% | -2.5% | +258.9% | +201.4% |
| 10Y | +707.9% | +597.4% | +110.5% | +257.5% |
| All | +504.9% | +382.9% | +122.0% | +153.3% |
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