+1,046.2%
YUM vs BLDR
+361.3%
+684.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | -0.4% |
| 7D | -5.2% | -8.1% | +2.9% | -4.2% |
| 30D | -0.1% | -21.5% | +21.4% | +3.0% |
| 3M | -4.3% | -21.0% | +16.7% | -1.9% |
| 6M | -8.7% | -37.1% | +28.3% | -4.0% |
| YTD | -3.5% | -42.7% | +39.2% | +2.5% |
| 1Y | +0.5% | -58.0% | +58.4% | +10.8% |
| 3Y | +20.5% | -57.8% | +78.4% | +29.5% |
| 5Y | +21.8% | +10.3% | +11.5% | +12.8% |
| 10Y | +176.5% | +367.3% | -190.8% | +102.2% |
| All | +1,046.2% | +361.3% | +684.9% | +554.9% |
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