+91.7%
USB vs BLDR
+568.9%
-477.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.8% |
| 7D | 0.0% | -3.7% | +3.7% | +0.8% |
| 30D | +5.8% | +16.8% | -10.9% | +0.6% |
| 3M | -6.0% | -13.7% | +7.8% | -2.9% |
| 6M | +7.8% | -21.9% | +29.6% | +13.1% |
| YTD | +14.6% | -39.2% | +53.8% | +28.0% |
| 1Y | +31.8% | -42.6% | +74.4% | +49.5% |
| 3Y | +91.5% | -50.2% | +141.7% | +116.0% |
| 5Y | +22.0% | -7.0% | +29.0% | +7.4% |
| All | +91.7% | +568.9% | -477.1% | -9.5% |
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 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