+149.8%
FDX vs BLDR
+473.7%
-323.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.5% | 0.0% |
| 7D | +0.8% | -8.2% | +9.0% | +3.4% |
| 30D | +9.9% | +16.3% | -6.4% | +4.3% |
| 3M | -1.9% | -17.0% | +15.1% | +2.8% |
| 6M | +6.1% | -17.4% | +23.5% | +9.9% |
| YTD | +38.8% | -41.6% | +80.4% | +58.1% |
| 1Y | +50.0% | -43.5% | +93.5% | +72.2% |
| 3Y | +71.0% | -51.6% | +122.7% | +96.1% |
| 5Y | +72.5% | -11.6% | +84.1% | +53.3% |
| All | +149.8% | +473.7% | -323.9% | +15.6% |
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