+74.1%
FDX vs BLDR
-50.7%
+124.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +5.2% | -3.0% | +8.2% | +6.0% |
| 30D | +11.3% | +20.1% | -8.8% | +5.6% |
| 3M | -4.1% | -17.5% | +13.4% | +0.2% |
| 6M | +9.6% | -16.1% | +25.7% | +12.7% |
| YTD | +40.9% | -41.0% | +81.9% | +57.9% |
| 1Y | +53.0% | -41.6% | +94.6% | +71.5% |
| 3Y | +74.1% | -50.8% | +124.9% | +97.3% |
| All | +74.1% | -50.7% | +124.8% | +97.3% |
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