+46.0%
FE vs BLDR
-50.4%
+96.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.2% |
| 7D | 0.0% | -3.7% | +3.6% | +0.1% |
| 30D | +5.2% | +16.8% | -11.6% | +4.4% |
| 3M | 0.0% | -13.7% | +13.7% | +0.4% |
| 6M | +5.0% | -21.9% | +26.9% | +5.8% |
| YTD | +7.9% | -39.2% | +47.1% | +9.2% |
| 1Y | +6.3% | -42.6% | +49.0% | +7.9% |
| 3Y | +46.0% | -50.2% | +96.2% | +36.7% |
| All | +46.0% | -50.4% | +96.5% | +36.7% |
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