+81.3%
USB vs BLDR
+479.0%
-397.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.6% |
| 7D | +2.6% | -3.0% | +5.6% | +3.4% |
| 30D | +8.4% | +20.1% | -11.7% | +2.1% |
| 3M | -5.5% | -17.5% | +12.0% | -1.2% |
| 6M | +17.7% | -16.1% | +33.8% | +20.9% |
| YTD | +17.6% | -41.0% | +58.6% | +32.4% |
| 1Y | +33.9% | -41.6% | +75.5% | +50.8% |
| 3Y | +103.8% | -50.8% | +154.6% | +130.4% |
| 5Y | +25.6% | -10.8% | +36.4% | +11.8% |
| All | +81.3% | +479.0% | -397.7% | -12.7% |
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