+40.5%
W vs BLDR
-54.9%
+95.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +4.3% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | -6.2% | -16.2% | +10.0% | +6.8% |
| 3M | +48.9% | -14.4% | +63.3% | +66.6% |
| 6M | +31.2% | -32.8% | +64.0% | +75.6% |
| YTD | -0.4% | -39.2% | +38.7% | +39.6% |
| 1Y | +14.8% | -57.7% | +72.5% | +111.5% |
| 3Y | +40.5% | -55.3% | +95.8% | +122.8% |
| All | +40.5% | -54.9% | +95.4% | +122.8% |
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