+41.5%
RUN vs BLDR
+372.1%
-330.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | +0.4% |
| 7D | -3.4% | -8.1% | +4.8% | +1.4% |
| 30D | -14.0% | -21.5% | +7.5% | -1.0% |
| 3M | -27.5% | -21.0% | -6.5% | -17.4% |
| 6M | -29.0% | -37.1% | +8.1% | -8.8% |
| YTD | -53.1% | -42.7% | -10.4% | -36.8% |
| 1Y | -46.7% | -58.0% | +11.2% | -14.8% |
| 3Y | -38.3% | -57.8% | +19.5% | -2.0% |
| 5Y | -80.7% | +10.3% | -91.0% | -82.4% |
| All | +41.5% | +372.1% | -330.7% | -41.6% |
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