+1,335.0%
FERG vs BLDR
+1,559.9%
-224.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.9% | +4.0% | -0.5% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | -11.5% | -16.2% | +4.7% | -10.1% |
| 3M | +1.3% | -14.4% | +15.7% | +2.6% |
| 6M | -1.0% | -32.8% | +31.8% | +2.3% |
| YTD | +3.2% | -39.2% | +42.4% | +7.5% |
| 1Y | -3.0% | -57.7% | +54.7% | +4.0% |
| 3Y | +55.0% | -55.3% | +110.3% | +64.8% |
| 5Y | +72.6% | +15.6% | +57.0% | +75.4% |
| 10Y | +358.9% | +359.8% | -0.9% | +349.1% |
| All | +1,335.0% | +1,559.9% | -224.9% | +1,245.7% |
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