-15.6%
Z vs BLDR
+479.0%
-494.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.5% | +3.0% |
| 7D | +0.8% | -3.0% | +3.8% | +2.3% |
| 30D | +5.2% | +20.1% | -14.9% | -3.2% |
| 3M | -17.0% | -17.5% | +0.5% | -9.3% |
| 6M | -22.7% | -16.1% | -6.6% | -17.7% |
| YTD | -56.3% | -41.0% | -15.3% | -46.5% |
| 1Y | -57.7% | -41.6% | -16.1% | -48.0% |
| 3Y | -16.5% | -50.8% | +34.3% | +5.5% |
| 5Y | -53.4% | -10.8% | -42.6% | -57.5% |
| All | -15.6% | +479.0% | -494.6% | -69.6% |
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