+92.6%
FFIV vs BLDR
+16.0%
+76.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.4% |
| 6M | +36.1% | -32.8% | +68.9% | +46.2% |
| YTD | +52.6% | -39.2% | +91.8% | +66.9% |
| 1Y | +21.5% | -57.7% | +79.2% | +45.4% |
| 3Y | +142.7% | -55.3% | +197.9% | +168.4% |
| 5Y | +92.6% | +15.6% | +77.0% | +49.6% |
| All | +92.6% | +16.0% | +76.6% | +49.6% |
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 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