+63.3%
UL vs BLDR
+372.1%
-308.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.6% | -0.9% |
| 7D | -4.1% | -8.1% | +4.1% | -3.2% |
| 30D | -1.2% | -21.5% | +20.3% | +1.4% |
| 3M | +6.0% | -21.0% | +27.0% | +8.4% |
| 6M | -5.5% | -37.1% | +31.6% | -1.2% |
| YTD | -3.3% | -42.7% | +39.4% | +1.8% |
| 1Y | -9.8% | -58.0% | +48.2% | -2.1% |
| 3Y | +20.1% | -57.8% | +78.0% | +27.2% |
| 5Y | +19.2% | +10.3% | +8.9% | +9.6% |
| All | +63.3% | +372.1% | -308.8% | +28.4% |
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