+365.4%
BLDR vs FDS
+66.9%
+298.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.8% | +1.9% | -0.9% |
| 7D | -8.1% | -16.0% | +7.9% | +0.5% |
| 30D | -21.5% | -6.7% | -14.8% | -18.7% |
| 3M | -21.0% | +6.0% | -26.9% | -24.7% |
| 6M | -37.1% | +25.1% | -62.1% | -46.9% |
| YTD | -42.7% | -8.1% | -34.5% | -42.6% |
| 1Y | -58.0% | -26.0% | -31.9% | -52.2% |
| 3Y | -57.8% | -36.4% | -21.4% | -48.2% |
| 5Y | +10.3% | -27.7% | +38.0% | +21.9% |
| All | +365.4% | +66.9% | +298.6% | +191.9% |
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