+189.0%
TECH vs BLDR
+479.0%
-290.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | 0.0% | -3.0% | +3.0% | +0.6% |
| 30D | +0.4% | +20.1% | -19.7% | -4.7% |
| 3M | +1.0% | -17.5% | +18.5% | +4.6% |
| 6M | +62.7% | -16.1% | +78.7% | +66.7% |
| YTD | +24.3% | -41.0% | +65.3% | +37.8% |
| 1Y | +20.5% | -41.6% | +62.1% | +33.7% |
| 3Y | +29.3% | -50.8% | +80.1% | +46.4% |
| 5Y | -41.0% | -10.8% | -30.2% | -42.6% |
| All | +189.0% | +479.0% | -290.0% | +98.4% |
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