+390.5%
BLDR vs FDS
+1,054.4%
-663.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.8% | +5.7% |
| 7D | -2.7% | -5.0% | +2.2% | +1.3% |
| 30D | +24.8% | +13.8% | +11.1% | +13.9% |
| 3M | -11.7% | +14.8% | -26.5% | -21.1% |
| 6M | -14.8% | +47.4% | -62.1% | -40.2% |
| YTD | -35.9% | +14.2% | -50.0% | -47.7% |
| 1Y | -39.7% | +26.6% | -66.4% | -55.4% |
| 3Y | -45.6% | -24.4% | -21.1% | -41.1% |
| 5Y | -2.5% | -22.6% | +20.1% | +1.4% |
| 10Y | +597.4% | +130.0% | +467.4% | +152.6% |
| All | +390.5% | +1,054.4% | -663.8% | -38.5% |
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