+23.2%
UL vs BLDR
-55.5%
+78.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.6% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | +0.9% | -16.2% | +17.1% | +2.2% |
| 3M | +14.2% | -14.4% | +28.6% | +15.3% |
| 6M | -3.2% | -32.8% | +29.6% | -0.9% |
| YTD | -0.3% | -39.2% | +38.8% | +2.4% |
| 1Y | -8.8% | -57.7% | +48.9% | -4.8% |
| All | +23.2% | -55.5% | +78.7% | +26.6% |
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 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