+153.5%
FITB vs BLDR
+414.6%
-261.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.9% |
| 7D | +0.6% | -2.8% | +3.5% | +1.3% |
| 30D | -4.7% | -13.3% | +8.5% | -1.4% |
| 3M | +6.7% | -12.3% | +18.9% | +9.2% |
| 6M | +12.6% | -31.5% | +44.0% | +22.4% |
| YTD | +19.1% | -36.1% | +55.2% | +31.1% |
| 1Y | +22.6% | -54.1% | +76.7% | +46.7% |
| 3Y | +127.1% | -55.8% | +182.9% | +164.4% |
| 5Y | +71.8% | +20.7% | +51.1% | +48.5% |
| 10Y | +287.2% | +390.2% | -103.1% | +121.5% |
| All | +153.5% | +414.6% | -261.1% | -23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling