+175.5%
FDX vs BLDR
+359.8%
-184.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -1.1% |
| 7D | -3.3% | -0.3% | -3.0% | -3.2% |
| 30D | -1.4% | -16.2% | +14.8% | +3.7% |
| 3M | -4.5% | -14.4% | +9.9% | -1.2% |
| 6M | +9.4% | -32.8% | +42.2% | +21.1% |
| YTD | +36.0% | -39.2% | +75.2% | +54.1% |
| 1Y | +75.5% | -57.7% | +133.2% | +121.4% |
| 3Y | +62.8% | -55.3% | +118.1% | +91.9% |
| 5Y | +64.4% | +15.6% | +48.8% | +35.0% |
| 10Y | +175.5% | +359.8% | -184.3% | +38.1% |
| All | +175.5% | +359.8% | -184.3% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling