+389.2%
BLDR vs FLR
+135.2%
+254.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.5% |
| 7D | -2.8% | +5.4% | -8.3% | -5.3% |
| 30D | -13.3% | +11.4% | -24.7% | -18.1% |
| 3M | -12.3% | +11.4% | -23.7% | -17.8% |
| 6M | -31.5% | +16.6% | -48.1% | -37.9% |
| YTD | -36.1% | +41.7% | -77.8% | -47.2% |
| 1Y | -54.1% | +35.4% | -89.5% | -61.7% |
| 3Y | -55.8% | +57.3% | -113.1% | -68.7% |
| 5Y | +20.7% | +241.0% | -220.2% | -44.6% |
| 10Y | +390.2% | +16.6% | +373.6% | +168.1% |
| All | +389.2% | +135.2% | +254.0% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling