+62.2%
RF vs BLDR
+389.2%
-327.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.2% | +0.8% |
| 7D | -0.9% | -3.7% | +2.7% | -0.2% |
| 30D | +6.0% | +16.8% | -10.8% | +1.3% |
| 3M | -8.9% | -13.7% | +4.9% | -6.3% |
| 6M | +2.3% | -21.9% | +24.2% | +6.9% |
| YTD | +7.6% | -39.2% | +46.8% | +18.7% |
| 1Y | +21.2% | -42.6% | +63.8% | +35.6% |
| 3Y | +108.5% | -50.2% | +158.7% | +134.1% |
| 5Y | +43.2% | -7.0% | +50.2% | +32.0% |
| 10Y | +288.1% | +584.2% | -296.2% | +106.8% |
| All | +62.2% | +389.2% | -327.0% | -46.0% |
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