+203.1%
FITB vs BLDR
+473.7%
-270.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.6% | +0.4% |
| 7D | +0.8% | -8.2% | +9.1% | +4.0% |
| 30D | +7.3% | +16.3% | -8.9% | +0.4% |
| 3M | -6.3% | -17.0% | +10.7% | -1.1% |
| 6M | +12.6% | -17.4% | +29.9% | +17.0% |
| YTD | +18.0% | -41.6% | +59.6% | +37.9% |
| 1Y | +28.9% | -43.5% | +72.4% | +52.3% |
| 3Y | +139.4% | -51.6% | +191.0% | +179.0% |
| 5Y | +47.2% | -11.6% | +58.8% | +22.4% |
| All | +203.1% | +473.7% | -270.5% | +3.4% |
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