+267.4%
BLDR vs FND
+54.9%
+212.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.1% |
| 7D | -8.1% | -5.1% | -3.0% | -5.3% |
| 30D | -21.5% | -22.5% | +1.1% | -9.3% |
| 3M | -21.0% | -5.0% | -16.0% | -18.5% |
| 6M | -37.1% | -21.5% | -15.5% | -28.2% |
| YTD | -42.7% | -23.0% | -19.7% | -34.0% |
| 1Y | -58.0% | -44.9% | -13.1% | -42.2% |
| 3Y | -57.8% | -50.0% | -7.9% | -40.3% |
| 5Y | +10.3% | -63.3% | +73.6% | +72.0% |
| All | +267.4% | +54.9% | +212.5% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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