+160.8%
W vs BLDR
-50.0%
+210.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +1.9% |
| 7D | -3.6% | -3.7% | +0.1% | -1.1% |
| 30D | +7.0% | +16.8% | -9.8% | -6.0% |
| 3M | +7.4% | -13.7% | +21.1% | +17.8% |
| 6M | +69.3% | -21.9% | +91.2% | +100.3% |
| YTD | +11.3% | -39.2% | +50.5% | +53.6% |
| 1Y | +13.2% | -42.6% | +55.9% | +62.0% |
| All | +160.8% | -50.0% | +210.9% | +314.7% |
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 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