+1,526.4%
FERG vs BLDR
+1,509.5%
+16.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | +9.7% | -3.0% | +12.7% | +10.1% |
| 30D | +15.0% | +20.1% | -5.1% | +13.0% |
| 3M | +3.8% | -17.5% | +21.3% | +5.5% |
| 6M | +10.6% | -16.1% | +26.7% | +12.1% |
| YTD | +17.0% | -41.0% | +58.0% | +22.0% |
| 1Y | +7.1% | -41.6% | +48.7% | +11.8% |
| 3Y | +67.7% | -50.8% | +118.6% | +77.5% |
| 5Y | +76.4% | -10.8% | +87.2% | +80.6% |
| 10Y | +424.2% | +486.3% | -62.0% | +411.8% |
| All | +1,526.4% | +1,509.5% | +16.8% | +1,427.9% |
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