+73.3%
RUN vs BLDR
+479.0%
-405.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.7% |
| 7D | -13.5% | -3.0% | -10.6% | -11.9% |
| 30D | +18.3% | +20.1% | -1.8% | +4.0% |
| 3M | -12.5% | -17.5% | +5.0% | -4.1% |
| 6M | -40.3% | -16.1% | -24.2% | -35.9% |
| YTD | -53.1% | -41.0% | -12.1% | -39.1% |
| 1Y | -54.3% | -41.6% | -12.7% | -40.6% |
| 3Y | -6.5% | -50.8% | +44.3% | +33.5% |
| 5Y | -85.3% | -10.8% | -74.5% | -85.4% |
| All | +73.3% | +479.0% | -405.7% | -36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling