+91.5%
USB vs BLDR
-50.4%
+142.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.6% |
| 7D | 0.0% | -3.7% | +3.7% | +0.7% |
| 30D | +5.8% | +16.8% | -10.9% | +1.5% |
| 3M | -6.0% | -13.7% | +7.8% | -3.4% |
| 6M | +7.8% | -21.9% | +29.6% | +12.4% |
| YTD | +14.6% | -39.2% | +53.8% | +26.3% |
| 1Y | +31.8% | -42.6% | +74.4% | +47.4% |
| 3Y | +91.5% | -50.2% | +141.7% | +97.3% |
| All | +91.5% | -50.4% | +142.0% | +97.3% |
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