+484.0%
BLDR vs FDS
+127.7%
+356.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -3.0% | +1.5% | -4.4% | -3.7% |
| 30D | +20.1% | +14.8% | +5.3% | +12.3% |
| 3M | -17.5% | +16.3% | -33.8% | -24.0% |
| 6M | -16.1% | +66.2% | -82.3% | -38.1% |
| YTD | -41.0% | +16.2% | -57.3% | -47.8% |
| 1Y | -41.6% | +21.8% | -63.4% | -50.2% |
| 3Y | -50.8% | -23.9% | -26.9% | -44.5% |
| 5Y | -10.8% | -23.1% | +12.3% | -1.2% |
| All | +484.0% | +127.7% | +356.4% | +212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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