+101.1%
UAL vs BLDR
+554.2%
-453.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | +2.4% |
| 7D | +12.5% | -1.1% | +13.5% | +12.9% |
| 30D | +12.2% | +19.1% | -6.9% | +2.2% |
| 3M | -2.6% | -12.6% | +10.0% | +2.5% |
| 6M | +21.1% | -18.7% | +39.8% | +31.3% |
| YTD | +7.8% | -38.8% | +46.7% | +32.6% |
| 1Y | +25.4% | -41.2% | +66.6% | +56.7% |
| 3Y | +217.3% | -49.4% | +266.7% | +294.3% |
| 5Y | +132.9% | -6.0% | +138.8% | +98.0% |
| 10Y | +101.1% | +523.1% | -421.9% | -30.6% |
| All | +101.1% | +554.2% | -453.0% | -30.6% |
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