+189.2%
TECH vs BLDR
+473.7%
-284.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.6% | +0.9% |
| 7D | +0.2% | -8.2% | +8.5% | +2.2% |
| 30D | +0.5% | +16.3% | -15.8% | -3.9% |
| 3M | +1.0% | -17.0% | +17.9% | +4.4% |
| 6M | +54.1% | -17.4% | +71.5% | +58.5% |
| YTD | +24.4% | -41.6% | +66.0% | +38.1% |
| 1Y | +19.3% | -43.5% | +62.8% | +33.4% |
| 3Y | +28.5% | -51.6% | +80.2% | +46.0% |
| 5Y | -41.0% | -11.6% | -29.4% | -42.5% |
| All | +189.2% | +473.7% | -284.5% | +98.9% |
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