-56.7%
BLDR vs FLR
+56.0%
-112.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.0% |
| 7D | -2.7% | -3.1% | +0.4% | -1.9% |
| 30D | -14.7% | +4.9% | -19.7% | -16.0% |
| 3M | -20.8% | +10.8% | -31.6% | -23.7% |
| 6M | -35.3% | +19.7% | -55.0% | -39.4% |
| YTD | -40.3% | +38.4% | -78.7% | -46.4% |
| 1Y | -56.3% | +34.7% | -91.0% | -60.6% |
| All | -56.7% | +56.0% | -112.7% | -69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling