+65.8%
FDX vs BLDR
-55.3%
+121.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.2% |
| 7D | -2.5% | -2.8% | +0.3% | -1.8% |
| 30D | +3.8% | -13.3% | +17.1% | +7.4% |
| 3M | -1.3% | -12.3% | +11.0% | +1.0% |
| 6M | +5.0% | -31.5% | +36.5% | +14.3% |
| YTD | +39.6% | -36.1% | +75.7% | +53.8% |
| 1Y | +81.1% | -54.1% | +135.2% | +117.9% |
| All | +65.8% | -55.3% | +121.1% | +84.7% |
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