-38.4%
U vs BLDR
+81.7%
-120.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | +0.8% |
| 7D | 0.0% | -8.1% | +8.1% | +3.9% |
| 30D | -4.1% | -21.5% | +17.4% | +7.2% |
| 3M | +57.8% | -21.0% | +78.8% | +71.7% |
| 6M | +103.5% | -37.1% | +140.6% | +144.8% |
| YTD | -4.8% | -42.7% | +37.9% | +19.1% |
| 1Y | -2.4% | -58.0% | +55.6% | +43.2% |
| 3Y | +11.7% | -57.8% | +69.5% | +47.8% |
| 5Y | -68.9% | +10.3% | -79.1% | -76.7% |
| All | -38.4% | +81.7% | -120.1% | -58.6% |
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