+1,906.2%
FICO vs BLDR
+370.3%
+1,535.9%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.8% |
| 7D | +1.4% | -8.2% | +9.6% | +3.1% |
| 30D | -0.8% | +16.3% | -17.0% | -4.3% |
| 3M | -31.3% | -17.0% | -14.3% | -29.1% |
| 6M | -33.9% | -17.4% | -16.5% | -32.3% |
| YTD | -57.6% | -41.6% | -16.0% | -53.8% |
| 1Y | -59.7% | -43.5% | -16.1% | -55.8% |
| 3Y | -28.0% | -51.6% | +23.6% | -21.1% |
| 5Y | +91.0% | -11.6% | +102.5% | +81.9% |
| 10Y | +529.4% | +480.9% | +48.6% | +299.9% |
| All | +1,906.2% | +370.3% | +1,535.9% | +716.8% |
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