+126.9%
FFIV vs BLDR
+554.2%
-427.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.8% |
| 7D | -4.2% | -1.1% | -3.1% | -4.1% |
| 30D | -33.9% | +19.1% | -52.9% | -36.7% |
| 3M | -22.6% | -12.6% | -10.0% | -21.2% |
| 6M | -10.4% | -18.7% | +8.3% | -8.3% |
| YTD | +24.3% | -38.8% | +63.1% | +34.2% |
| 1Y | +31.8% | -41.2% | +73.0% | +43.3% |
| 3Y | +99.5% | -49.4% | +148.9% | +115.2% |
| 5Y | +40.7% | -6.0% | +46.7% | +25.6% |
| 10Y | +126.9% | +523.1% | -396.2% | +21.0% |
| All | +126.9% | +554.2% | -427.3% | +21.0% |
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