-54.3%
S vs BLDR
+43.8%
-98.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | -1.2% | -2.7% | +1.5% | -0.2% |
| 30D | -12.6% | -14.7% | +2.2% | -7.1% |
| 3M | +27.6% | -20.8% | +48.4% | +37.6% |
| 6M | +35.5% | -35.3% | +70.8% | +57.3% |
| YTD | +29.6% | -40.3% | +69.9% | +52.9% |
| 1Y | +8.1% | -56.3% | +64.4% | +47.0% |
| 3Y | +14.8% | -56.1% | +70.9% | +39.4% |
| 5Y | -70.6% | +12.9% | -83.5% | -80.9% |
| All | -54.3% | +43.8% | -98.1% | -67.9% |
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