+50.0%
FANG vs BLDR
-57.1%
+107.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.3% |
| 7D | +2.9% | -8.2% | +11.1% | +3.4% |
| 30D | +2.6% | -16.6% | +19.2% | +3.6% |
| 3M | +7.6% | -23.2% | +30.7% | +9.0% |
| 6M | +17.3% | -33.7% | +51.1% | +20.8% |
| YTD | +38.7% | -41.3% | +80.0% | +45.1% |
| 1Y | +51.6% | -58.8% | +110.5% | +67.9% |
| 3Y | +50.0% | -57.5% | +107.4% | +65.7% |
| All | +50.0% | -57.1% | +107.1% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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