+13.8%
BLDR vs FRSH
-72.4%
+86.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | -2.7% | -9.6% | +6.9% | -0.3% |
| 30D | -14.7% | -0.4% | -14.3% | -14.8% |
| 3M | -20.8% | +27.2% | -48.0% | -25.8% |
| 6M | -35.3% | +42.2% | -77.5% | -41.7% |
| YTD | -40.3% | -2.6% | -37.7% | -41.3% |
| 1Y | -56.3% | -10.2% | -46.1% | -56.2% |
| 3Y | -56.1% | -45.5% | -10.6% | -51.6% |
| All | +13.8% | -72.4% | +86.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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