-83.2%
FIG vs BLDR
-50.2%
-32.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.7% |
| 7D | +3.4% | -3.0% | +6.4% | +3.7% |
| 30D | -9.5% | +20.1% | -29.6% | -9.4% |
| 3M | -26.2% | -17.5% | -8.7% | -25.9% |
| 6M | +2.7% | -16.1% | +18.8% | +2.3% |
| YTD | -48.0% | -41.0% | -6.9% | -47.1% |
| 1Y | -52.0% | -41.6% | -10.5% | -51.4% |
| All | -83.2% | -50.2% | -32.9% | -82.8% |
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 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