+284.0%
FITB vs BLDR
+383.3%
-99.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | -0.4% |
| 7D | -0.3% | -8.2% | +8.0% | +2.9% |
| 30D | -5.7% | -16.6% | +11.0% | +0.6% |
| 3M | +3.2% | -23.2% | +26.3% | +12.0% |
| 6M | +23.4% | -33.7% | +57.1% | +40.3% |
| YTD | +18.8% | -41.3% | +60.1% | +40.2% |
| 1Y | +25.0% | -58.8% | +83.8% | +68.6% |
| 3Y | +131.2% | -57.5% | +188.7% | +186.2% |
| 5Y | +70.7% | +12.9% | +57.8% | +28.6% |
| All | +284.0% | +383.3% | -99.3% | +35.6% |
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