+230.0%
FFIV vs BLDR
+366.0%
-135.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +0.8% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | -2.7% | -16.2% | +13.6% | +0.8% |
| 3M | -1.7% | -14.4% | +12.8% | +0.5% |
| 6M | +36.1% | -32.8% | +68.9% | +45.8% |
| YTD | +52.6% | -39.2% | +91.8% | +66.3% |
| 1Y | +21.5% | -57.7% | +79.2% | +43.6% |
| 3Y | +142.7% | -55.3% | +197.9% | +170.7% |
| 5Y | +92.6% | +15.6% | +77.0% | +65.5% |
| All | +230.0% | +366.0% | -135.9% | +91.6% |
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