+599.5%
XYZ vs BLDR
+568.9%
+30.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.5% | +6.2% | +3.7% |
| 7D | +12.1% | -3.7% | +15.8% | +14.1% |
| 30D | +12.4% | +16.8% | -4.4% | +4.3% |
| 3M | +8.2% | -13.7% | +21.9% | +14.4% |
| 6M | +20.7% | -21.9% | +42.5% | +31.2% |
| YTD | +31.3% | -39.2% | +70.5% | +56.9% |
| 1Y | +20.5% | -42.6% | +63.2% | +47.1% |
| 3Y | +72.6% | -50.2% | +122.8% | +110.0% |
| 5Y | -64.0% | -7.0% | -57.0% | -67.6% |
| All | +599.5% | +568.9% | +30.6% | +217.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling