+36.6%
FFIV vs BLDR
-38.1%
+74.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.3% | -9.7% | -0.6% |
| 7D | -9.8% | +24.4% | -34.2% | -10.4% |
| 30D | -28.1% | +24.9% | -53.0% | -28.6% |
| 3M | -20.0% | -7.8% | -12.2% | -19.5% |
| 6M | -0.1% | -5.8% | +5.7% | 0.0% |
| YTD | +29.2% | -32.5% | +61.6% | +33.7% |
| 1Y | +36.6% | -36.7% | +73.3% | +43.1% |
| All | +36.6% | -38.1% | +74.7% | +43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling