+1,280.9%
FFIV vs BLDR
+389.2%
+891.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.5% |
| 7D | -8.1% | -3.7% | -4.5% | -7.7% |
| 30D | -33.4% | +16.8% | -50.2% | -35.4% |
| 3M | -24.7% | -13.7% | -11.0% | -23.5% |
| 6M | -8.8% | -21.9% | +13.0% | -6.6% |
| YTD | +21.8% | -39.2% | +61.0% | +29.2% |
| 1Y | +25.3% | -42.6% | +67.9% | +34.1% |
| 3Y | +101.2% | -50.2% | +151.4% | +114.9% |
| 5Y | +40.2% | -7.0% | +47.2% | +32.2% |
| 10Y | +129.0% | +584.2% | -455.2% | +47.1% |
| All | +1,280.9% | +389.2% | +891.7% | +554.3% |
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