+328.5%
USB vs BLDR
+414.6%
-86.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.8% |
| 7D | +1.4% | -2.8% | +4.3% | +2.0% |
| 30D | -1.3% | -13.3% | +12.0% | +1.4% |
| 3M | +15.2% | -12.3% | +27.5% | +17.3% |
| 6M | +18.8% | -31.5% | +50.3% | +26.8% |
| YTD | +21.0% | -36.1% | +57.1% | +30.4% |
| 1Y | +34.0% | -54.1% | +88.1% | +54.1% |
| 3Y | +95.3% | -55.8% | +151.1% | +120.6% |
| 5Y | +40.4% | +20.7% | +19.6% | +25.4% |
| 10Y | +107.3% | +390.2% | -282.9% | +31.5% |
| All | +328.5% | +414.6% | -86.1% | +49.0% |
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