+580.0%
XYZ vs BLDR
+359.8%
+220.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.7% | -1.0% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | +1.4% | -16.2% | +17.6% | +9.4% |
| 3M | +14.6% | -14.4% | +29.0% | +20.7% |
| 6M | +20.8% | -32.8% | +53.6% | +40.6% |
| YTD | +23.1% | -39.2% | +62.2% | +47.9% |
| 1Y | +5.6% | -57.7% | +63.3% | +49.0% |
| 3Y | +50.9% | -55.3% | +106.2% | +94.1% |
| 5Y | -68.6% | +15.6% | -84.2% | -73.6% |
| 10Y | +580.0% | +359.8% | +220.2% | +240.0% |
| All | +580.0% | +359.8% | +220.2% | +240.0% |
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 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