+510.8%
FDX vs BLDR
+414.6%
+96.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.0% |
| 7D | -2.5% | -2.8% | +0.3% | -2.0% |
| 30D | +3.8% | -13.3% | +17.1% | +6.3% |
| 3M | -1.3% | -12.3% | +11.0% | +0.4% |
| 6M | +5.0% | -31.5% | +36.5% | +11.4% |
| YTD | +39.6% | -36.1% | +75.7% | +49.5% |
| 1Y | +81.1% | -54.1% | +135.2% | +105.2% |
| 3Y | +63.0% | -55.8% | +118.8% | +81.8% |
| 5Y | +65.6% | +20.7% | +44.9% | +51.5% |
| 10Y | +183.4% | +390.2% | -206.9% | +95.8% |
| All | +510.8% | +414.6% | +96.2% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling