-80.9%
FIG vs BLDR
-49.7%
-31.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -3.2% |
| 7D | -14.5% | -2.7% | -11.8% | -14.4% |
| 30D | -13.3% | -14.7% | +1.4% | -13.2% |
| 3M | +7.4% | -20.8% | +28.2% | +6.7% |
| 6M | -27.8% | -35.3% | +7.6% | -26.7% |
| YTD | -41.1% | -40.3% | -0.8% | -40.2% |
| 1Y | -58.7% | -56.3% | -2.4% | -57.1% |
| All | -80.9% | -49.7% | -31.3% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling