+188.9%
TECH vs BLDR
+357.1%
-168.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.4% |
| 7D | -0.1% | -2.7% | +2.6% | +0.5% |
| 30D | +0.3% | -14.7% | +15.0% | +4.0% |
| 3M | +32.9% | -20.8% | +53.8% | +39.8% |
| 6M | +32.1% | -35.3% | +67.4% | +44.8% |
| YTD | +23.4% | -40.3% | +63.7% | +37.6% |
| 1Y | +34.1% | -56.3% | +90.3% | +61.0% |
| 3Y | +2.2% | -56.1% | +58.3% | +19.3% |
| 5Y | -41.8% | +12.9% | -54.7% | -45.3% |
| 10Y | +188.9% | +386.5% | -197.5% | +103.6% |
| All | +188.9% | +357.1% | -168.2% | +103.6% |
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