+96.5%
UAL vs BLDR
+518.5%
-422.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | +2.3% | -10.3% | +12.6% | +7.6% |
| 30D | +13.3% | +19.6% | -6.2% | +3.0% |
| 3M | -6.3% | -17.0% | +10.7% | +1.2% |
| 6M | +22.5% | -16.7% | +39.3% | +31.4% |
| YTD | +5.9% | -39.4% | +45.3% | +30.8% |
| 1Y | +24.7% | -41.7% | +66.4% | +56.4% |
| 3Y | +211.6% | -49.9% | +261.4% | +288.9% |
| 5Y | +130.6% | -7.6% | +138.2% | +97.7% |
| 10Y | +96.5% | +502.3% | -405.9% | -32.0% |
| All | +96.5% | +518.5% | -422.0% | -32.0% |
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 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