-40.9%
FIS vs BLDR
+357.1%
-398.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.0% |
| 7D | -9.1% | -2.7% | -6.4% | -8.5% |
| 30D | -10.4% | -14.7% | +4.3% | -7.3% |
| 3M | -3.7% | -20.8% | +17.1% | +0.5% |
| 6M | -24.8% | -35.3% | +10.6% | -18.4% |
| YTD | -41.6% | -40.3% | -1.2% | -35.8% |
| 1Y | -42.7% | -56.3% | +13.5% | -32.6% |
| 3Y | -26.2% | -56.1% | +29.9% | -17.6% |
| 5Y | -66.1% | +12.9% | -79.0% | -71.4% |
| 10Y | -40.9% | +386.5% | -427.3% | -65.6% |
| All | -40.9% | +357.1% | -398.0% | -65.6% |
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