+142.7%
FE vs BLDR
+389.2%
-246.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.1% |
| 7D | 0.0% | -3.7% | +3.6% | +0.2% |
| 30D | +5.2% | +16.8% | -11.6% | +3.7% |
| 3M | 0.0% | -13.7% | +13.7% | +0.9% |
| 6M | +5.0% | -21.9% | +26.9% | +6.5% |
| YTD | +7.9% | -39.2% | +47.1% | +11.2% |
| 1Y | +6.3% | -42.6% | +49.0% | +10.0% |
| 3Y | +46.0% | -50.2% | +96.2% | +50.3% |
| 5Y | +45.6% | -7.0% | +52.6% | +39.9% |
| 10Y | +109.3% | +584.2% | -474.9% | +64.5% |
| All | +142.7% | +389.2% | -246.5% | +53.3% |
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 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