+76.5%
SPY vs BLDR
-48.6%
+125.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.3% |
| 7D | -0.6% | -1.1% | +0.5% | -0.5% |
| 30D | -3.7% | +19.1% | -22.8% | -6.3% |
| 3M | -2.7% | -12.6% | +9.8% | -1.3% |
| 6M | +2.2% | -18.7% | +20.9% | +4.2% |
| YTD | +10.8% | -38.8% | +49.7% | +17.2% |
| 1Y | +11.2% | -41.2% | +52.5% | +18.2% |
| 3Y | +76.5% | -49.4% | +125.9% | +87.0% |
| All | +76.5% | -48.6% | +125.1% | +87.0% |
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