-18.4%
Z vs BLDR
-48.1%
+29.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.8% | -4.9% | -8.1% |
| 7D | -2.3% | +3.9% | -6.1% | -3.6% |
| 30D | +9.4% | +16.5% | -7.2% | +2.3% |
| 3M | -16.1% | -13.7% | -2.4% | -10.9% |
| 6M | -30.4% | -12.2% | -18.3% | -28.0% |
| YTD | -55.6% | -36.3% | -19.3% | -48.3% |
| 1Y | -58.5% | -41.3% | -17.2% | -49.9% |
| All | -18.4% | -48.1% | +29.7% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling