+470.9%
UL vs BLDR
+374.7%
+96.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +1.0% |
| 7D | +1.1% | -3.0% | +4.1% | +1.4% |
| 30D | +4.5% | +20.1% | -15.6% | +2.5% |
| 3M | +6.5% | -17.5% | +24.0% | +8.2% |
| 6M | +18.2% | -16.1% | +34.3% | +19.4% |
| YTD | +4.7% | -41.0% | +45.7% | +9.0% |
| 1Y | +0.8% | -41.6% | +42.4% | +4.9% |
| 3Y | +35.9% | -50.8% | +86.7% | +41.0% |
| 5Y | +33.4% | -10.8% | +44.2% | +28.4% |
| 10Y | +106.9% | +486.3% | -379.4% | +58.8% |
| All | +470.9% | +374.7% | +96.2% | +243.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling