+81.8%
SPY vs BLDR
+16.0%
+65.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.3% | +0.4% |
| 7D | +0.5% | -0.3% | +0.9% | +0.6% |
| 30D | -0.9% | -16.2% | +15.3% | +2.4% |
| 3M | +3.9% | -14.4% | +18.3% | +6.2% |
| 6M | +14.5% | -32.8% | +47.3% | +22.4% |
| YTD | +12.9% | -39.2% | +52.1% | +22.5% |
| 1Y | +19.4% | -57.7% | +77.0% | +39.5% |
| 3Y | +78.5% | -55.3% | +133.7% | +94.9% |
| 5Y | +81.8% | +15.6% | +66.1% | +41.1% |
| All | +81.8% | +16.0% | +65.8% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling