+15.6%
BLDR vs FDS
-20.4%
+36.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.3% | -0.6% | -3.4% |
| 7D | -0.3% | -5.4% | +5.0% | +1.6% |
| 30D | -16.2% | +1.6% | -17.8% | -16.7% |
| 3M | -14.4% | +17.7% | -32.2% | -19.7% |
| 6M | -32.8% | +29.1% | -61.9% | -40.2% |
| YTD | -39.2% | +1.0% | -40.1% | -39.2% |
| 1Y | -57.7% | -21.6% | -36.1% | -51.4% |
| 3Y | -55.3% | -30.1% | -25.2% | -46.3% |
| 5Y | +15.6% | -20.7% | +36.4% | +40.6% |
| All | +15.6% | -20.4% | +36.0% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling