+376.5%
BLDR vs FLR
+19.7%
+356.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.0% |
| 7D | -8.2% | -3.5% | -4.7% | -7.3% |
| 30D | -16.6% | +4.2% | -20.8% | -17.8% |
| 3M | -23.2% | +8.1% | -31.2% | -25.6% |
| 6M | -33.7% | +21.5% | -55.3% | -38.4% |
| YTD | -41.3% | +36.8% | -78.1% | -47.5% |
| 1Y | -58.8% | +31.2% | -90.0% | -62.9% |
| 3Y | -57.5% | +53.9% | -111.3% | -65.4% |
| 5Y | +12.9% | +243.0% | -230.1% | -29.3% |
| All | +376.5% | +19.7% | +356.7% | +191.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling