+62.5%
T vs BLDR
+473.7%
-411.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +0.1% |
| 7D | +1.6% | -8.2% | +9.9% | +2.7% |
| 30D | -2.9% | +16.3% | -19.2% | -5.0% |
| 3M | -7.5% | -17.0% | +9.5% | -5.7% |
| 6M | -9.9% | -17.4% | +7.5% | -8.7% |
| YTD | -6.4% | -41.6% | +35.1% | -1.5% |
| 1Y | -9.4% | -43.5% | +34.1% | -4.3% |
| 3Y | +64.9% | -51.6% | +116.5% | +70.8% |
| 5Y | +57.0% | -11.6% | +68.5% | +40.9% |
| All | +62.5% | +473.7% | -411.2% | +3.4% |
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