+1,309.6%
FFIV vs BLDR
+392.3%
+917.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +0.6% |
| 7D | -4.2% | -1.1% | -3.1% | -4.1% |
| 30D | -33.9% | +19.1% | -52.9% | -36.1% |
| 3M | -22.6% | -12.6% | -10.0% | -21.5% |
| 6M | -10.4% | -18.7% | +8.3% | -8.7% |
| YTD | +24.3% | -38.8% | +63.1% | +31.7% |
| 1Y | +31.8% | -41.2% | +73.0% | +40.4% |
| 3Y | +99.5% | -49.4% | +148.9% | +112.5% |
| 5Y | +40.7% | -6.0% | +46.7% | +32.4% |
| 10Y | +126.9% | +523.1% | -396.2% | +47.8% |
| All | +1,309.6% | +392.3% | +917.4% | +567.1% |
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