+66.9%
T vs BLDR
+372.1%
-305.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.1% |
| 7D | -2.4% | -8.1% | +5.7% | -1.5% |
| 30D | +4.3% | -21.5% | +25.8% | +7.3% |
| 3M | +11.6% | -21.0% | +32.5% | +14.2% |
| 6M | -5.6% | -37.1% | +31.5% | -0.9% |
| YTD | +6.6% | -42.7% | +49.2% | +12.7% |
| 1Y | -8.4% | -58.0% | +49.6% | +0.7% |
| 3Y | +107.8% | -57.8% | +165.7% | +120.2% |
| 5Y | +68.3% | +10.3% | +58.0% | +45.5% |
| All | +66.9% | +372.1% | -305.2% | +10.7% |
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