+1,443.7%
FANG vs BLDR
+1,190.4%
+253.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +2.3% |
| 7D | +1.2% | -8.1% | +9.3% | +3.2% |
| 30D | +2.4% | -21.5% | +23.9% | +8.3% |
| 3M | +5.1% | -21.0% | +26.0% | +9.2% |
| 6M | +16.4% | -37.1% | +53.5% | +26.6% |
| YTD | +39.0% | -42.7% | +81.6% | +54.0% |
| 1Y | +50.6% | -58.0% | +108.6% | +80.4% |
| 3Y | +46.9% | -57.8% | +104.8% | +66.3% |
| 5Y | +238.2% | +10.3% | +228.0% | +173.1% |
| 10Y | +181.3% | +367.3% | -186.0% | +51.6% |
| All | +1,443.7% | +1,190.4% | +253.3% | +598.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling