+156.3%
FDX vs BLDR
+602.6%
-446.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +1.8% |
| 7D | +0.2% | -2.7% | +2.9% | +0.9% |
| 30D | +9.3% | +24.8% | -15.5% | +1.6% |
| 3M | +0.5% | -11.7% | +12.2% | +3.3% |
| 6M | +5.3% | -14.8% | +20.1% | +8.1% |
| YTD | +38.6% | -35.9% | +74.5% | +53.5% |
| 1Y | +53.5% | -39.7% | +93.2% | +73.0% |
| 3Y | +74.2% | -45.6% | +119.8% | +92.7% |
| 5Y | +75.3% | -2.5% | +77.8% | +51.3% |
| 10Y | +156.3% | +597.4% | -441.1% | +13.9% |
| All | +156.3% | +602.6% | -446.3% | +13.9% |
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