+84.4%
FICO vs BLDR
-11.9%
+96.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +2.2% | -3.0% | +5.2% | +3.0% |
| 30D | +0.1% | +20.1% | -20.0% | -6.0% |
| 3M | -35.2% | -17.5% | -17.6% | -32.1% |
| 6M | -32.4% | -16.1% | -16.3% | -30.6% |
| YTD | -57.4% | -41.0% | -16.4% | -51.9% |
| 1Y | -58.5% | -41.6% | -17.0% | -53.2% |
| 3Y | -28.9% | -50.8% | +22.0% | -22.4% |
| All | +84.4% | -11.9% | +96.3% | +39.4% |
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