+1,634.7%
FFIV vs BLDR
+414.6%
+1,220.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.8% |
| 7D | -1.0% | -2.8% | +1.9% | -0.5% |
| 30D | -5.1% | -13.3% | +8.2% | -3.0% |
| 3M | -4.5% | -12.3% | +7.8% | -3.2% |
| 6M | +36.5% | -31.5% | +67.9% | +43.3% |
| YTD | +53.0% | -36.1% | +89.0% | +61.9% |
| 1Y | +24.2% | -54.1% | +78.3% | +38.8% |
| 3Y | +137.2% | -55.8% | +193.0% | +159.2% |
| 5Y | +91.8% | +20.7% | +71.0% | +74.2% |
| 10Y | +215.2% | +390.2% | -175.1% | +113.6% |
| All | +1,634.7% | +414.6% | +1,220.0% | +719.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling