+34.8%
UL vs BLDR
-50.7%
+85.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.2% |
| 7D | +0.3% | -3.0% | +3.3% | +0.6% |
| 30D | +3.7% | +20.1% | -16.4% | +2.0% |
| 3M | +5.6% | -17.5% | +23.1% | +7.0% |
| 6M | +17.2% | -16.1% | +33.3% | +18.3% |
| YTD | +3.9% | -41.0% | +44.9% | +6.9% |
| 1Y | 0.0% | -41.6% | +41.6% | +2.9% |
| 3Y | +34.8% | -50.8% | +85.6% | +39.5% |
| All | +34.8% | -50.7% | +85.5% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling