+238.6%
SCHD vs BLDR
+383.3%
-144.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.1% |
| 7D | -2.0% | -8.2% | +6.3% | -0.4% |
| 30D | -0.4% | -16.6% | +16.2% | +2.9% |
| 3M | +5.7% | -23.2% | +28.9% | +10.2% |
| 6M | +11.9% | -33.7% | +45.6% | +19.2% |
| YTD | +26.4% | -41.3% | +67.8% | +37.3% |
| 1Y | +27.6% | -58.8% | +86.4% | +48.0% |
| 3Y | +54.9% | -57.5% | +112.4% | +71.9% |
| 5Y | +60.9% | +12.9% | +48.0% | +39.9% |
| All | +238.6% | +383.3% | -144.7% | +112.6% |
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