+4.4%
FICO vs BLDR
-55.3%
+59.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.5% | -19.2% | -17.2% |
| 7D | -19.2% | -2.8% | -16.3% | -18.8% |
| 30D | -14.6% | -13.3% | -1.3% | -12.1% |
| 3M | -20.1% | -12.3% | -7.8% | -18.6% |
| 6M | -36.3% | -31.5% | -4.9% | -31.7% |
| YTD | -44.9% | -36.1% | -8.8% | -40.2% |
| 1Y | -38.6% | -54.1% | +15.5% | -28.4% |
| All | +4.4% | -55.3% | +59.7% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling