+389.2%
BLDR vs FDS
+966.9%
-577.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +5.1% |
| 7D | -2.8% | -1.9% | -0.9% | -1.6% |
| 30D | -13.3% | +9.0% | -22.3% | -19.0% |
| 3M | -12.3% | +18.9% | -31.1% | -25.6% |
| 6M | -31.5% | +35.1% | -66.6% | -49.5% |
| YTD | -36.1% | +5.5% | -41.6% | -44.4% |
| 1Y | -54.1% | -16.8% | -37.3% | -52.5% |
| 3Y | -55.8% | -28.1% | -27.7% | -50.1% |
| 5Y | +20.7% | -17.4% | +38.2% | +17.9% |
| 10Y | +390.2% | +85.4% | +304.8% | +114.6% |
| All | +389.2% | +966.9% | -577.7% | -34.5% |
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