-70.8%
FIS vs BLDR
-11.9%
-58.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.2% | +4.0% |
| 7D | +2.8% | -3.0% | +5.8% | +3.3% |
| 30D | -16.7% | +20.1% | -36.8% | -20.4% |
| 3M | -32.3% | -17.5% | -14.8% | -30.5% |
| 6M | -29.1% | -16.1% | -13.0% | -28.1% |
| YTD | -54.1% | -41.0% | -13.1% | -50.5% |
| 1Y | -53.7% | -41.6% | -12.1% | -50.0% |
| 3Y | -38.8% | -50.8% | +12.0% | -36.2% |
| All | -70.8% | -11.9% | -58.9% | -77.3% |
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