+53.8%
S vs BLDR
-47.3%
+101.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.5% | +2.6% | +6.7% |
| 7D | +1.6% | -2.7% | +4.3% | +2.2% |
| 30D | -10.5% | +24.8% | -35.3% | -15.6% |
| 3M | +9.9% | -11.7% | +21.6% | +12.5% |
| 6M | +41.8% | -14.8% | +56.5% | +44.8% |
| YTD | +56.8% | -35.9% | +92.7% | +70.9% |
| 1Y | +39.0% | -39.7% | +78.7% | +54.3% |
| 3Y | +53.8% | -45.6% | +99.4% | +65.0% |
| All | +53.8% | -47.3% | +101.1% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling