-22.7%
U vs BLDR
+86.9%
-109.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +4.8% |
| 7D | +2.6% | -3.0% | +5.5% | +3.8% |
| 30D | +27.6% | +20.1% | +7.4% | +14.1% |
| 3M | +15.3% | -17.5% | +32.8% | +23.0% |
| 6M | +96.4% | -16.1% | +112.5% | +101.4% |
| YTD | +19.6% | -41.0% | +60.6% | +43.9% |
| 1Y | +42.1% | -41.6% | +83.7% | +70.5% |
| 3Y | +87.5% | -50.8% | +138.4% | +121.9% |
| 5Y | -73.1% | -10.8% | -62.4% | -79.6% |
| All | -22.7% | +86.9% | -109.7% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling