+351.2%
BLDR vs FLR
+105.1%
+246.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | -3.0% | +5.4% | -8.4% | -5.2% |
| 30D | +20.1% | +2.8% | +17.3% | +17.8% |
| 3M | -17.5% | -6.4% | -11.1% | -16.2% |
| 6M | -16.1% | +8.8% | -24.9% | -21.4% |
| YTD | -41.0% | +23.6% | -64.6% | -48.8% |
| 1Y | -41.6% | +13.8% | -55.4% | -47.5% |
| 3Y | -50.8% | +36.5% | -87.3% | -63.3% |
| 5Y | -10.8% | +119.3% | -130.1% | -49.7% |
| 10Y | +486.3% | +8.0% | +478.3% | +228.4% |
| All | +351.2% | +105.1% | +246.1% | +61.5% |
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