+25.3%
USB vs BLDR
+2.3%
+23.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.3% | -7.4% | -0.5% |
| 7D | +2.4% | +24.4% | -22.0% | -3.6% |
| 30D | +6.6% | +24.9% | -18.4% | +0.1% |
| 3M | -4.1% | -7.8% | +3.7% | -2.9% |
| 6M | +12.5% | -5.8% | +18.2% | +11.8% |
| YTD | +17.6% | -32.5% | +50.1% | +26.8% |
| 1Y | +36.5% | -36.7% | +73.2% | +49.5% |
| 3Y | +95.4% | -45.2% | +140.6% | +112.0% |
| All | +25.3% | +2.3% | +23.0% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling