+363.6%
BLDR vs FDS
+1,083.2%
-719.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.7% | -3.0% |
| 7D | -10.3% | -2.1% | -8.2% | -8.9% |
| 30D | +19.6% | +16.0% | +3.6% | +7.5% |
| 3M | -17.0% | +18.8% | -35.8% | -27.8% |
| 6M | -16.7% | +54.1% | -70.9% | -43.6% |
| YTD | -39.4% | +17.0% | -56.4% | -51.5% |
| 1Y | -41.7% | +25.5% | -67.2% | -56.4% |
| 3Y | -49.9% | -23.3% | -26.5% | -46.3% |
| 5Y | -7.6% | -22.6% | +15.0% | -3.6% |
| 10Y | +502.3% | +130.2% | +372.1% | +118.7% |
| All | +363.6% | +1,083.2% | -719.6% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling