+39.3%
FFIV vs BLDR
-8.6%
+47.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.6% |
| 7D | -8.1% | -3.7% | -4.5% | -7.6% |
| 30D | -33.4% | +16.8% | -50.2% | -36.0% |
| 3M | -24.7% | -13.7% | -11.0% | -23.1% |
| 6M | -8.8% | -21.9% | +13.0% | -5.7% |
| YTD | +21.8% | -39.2% | +61.0% | +32.4% |
| 1Y | +25.3% | -42.6% | +67.9% | +37.9% |
| 3Y | +101.2% | -50.2% | +151.4% | +114.2% |
| All | +39.3% | -8.6% | +47.9% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling