+348.1%
FERG vs BLDR
+372.1%
-24.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.3% |
| 7D | -1.0% | -8.1% | +7.1% | +0.5% |
| 30D | -11.8% | -21.5% | +9.7% | -8.0% |
| 3M | -1.2% | -21.0% | +19.7% | +2.6% |
| 6M | -2.3% | -37.1% | +34.7% | +5.3% |
| YTD | +0.8% | -42.7% | +43.5% | +10.2% |
| 1Y | +0.5% | -58.0% | +58.4% | +15.4% |
| 3Y | +51.4% | -57.8% | +109.2% | +72.1% |
| 5Y | +67.5% | +10.3% | +57.2% | +73.3% |
| All | +348.1% | +372.1% | -24.0% | +288.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling