-60.0%
Z vs BLDR
-44.0%
-16.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.3% | -0.8% |
| 7D | -4.9% | -8.2% | +3.3% | -1.6% |
| 30D | +3.0% | +16.3% | -13.3% | -1.7% |
| 3M | -13.4% | -17.0% | +3.6% | -8.6% |
| 6M | -27.3% | -17.4% | -9.9% | -24.2% |
| YTD | -57.8% | -41.6% | -16.2% | -53.8% |
| 1Y | -60.0% | -43.5% | -16.5% | -55.4% |
| All | -60.0% | -44.0% | -16.0% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling