+533.2%
XYZ vs BLDR
+408.0%
+125.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.8% |
| 7D | -1.0% | -2.8% | +1.9% | +0.3% |
| 30D | -1.7% | -13.3% | +11.6% | +4.3% |
| 3M | +16.7% | -12.3% | +29.0% | +21.6% |
| 6M | +26.9% | -31.5% | +58.3% | +45.7% |
| YTD | +27.1% | -36.1% | +63.2% | +48.7% |
| 1Y | +9.3% | -54.1% | +63.3% | +46.7% |
| 3Y | +42.3% | -55.8% | +98.0% | +82.5% |
| 5Y | -69.3% | +20.7% | -90.1% | -74.3% |
| 10Y | +586.8% | +390.2% | +196.6% | +222.1% |
| All | +533.2% | +408.0% | +125.2% | +136.1% |
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