+1,248.2%
BLDR vs FIVE
+868.1%
+380.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.1% | -2.6% | +0.6% |
| 7D | -2.8% | +4.3% | -7.1% | -4.4% |
| 30D | -13.3% | +12.5% | -25.8% | -17.1% |
| 3M | -12.3% | +31.2% | -43.5% | -21.1% |
| 6M | -31.5% | +14.4% | -45.8% | -35.9% |
| YTD | -36.1% | +33.9% | -70.0% | -43.7% |
| 1Y | -54.1% | +65.1% | -119.1% | -62.8% |
| 3Y | -55.8% | +49.0% | -104.7% | -66.0% |
| 5Y | +20.7% | +30.3% | -9.6% | -4.8% |
| 10Y | +390.2% | +481.1% | -90.9% | +135.7% |
| All | +1,248.2% | +868.1% | +380.0% | +502.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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