+153.4%
FITB vs BLDR
+387.6%
-234.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -0.6% | -10.3% | +9.7% | +2.2% |
| 30D | +7.0% | +19.6% | -12.5% | +1.4% |
| 3M | -4.8% | -17.0% | +12.2% | -1.0% |
| 6M | +13.5% | -16.7% | +30.3% | +16.8% |
| YTD | +19.1% | -39.4% | +58.5% | +31.9% |
| 1Y | +30.8% | -41.7% | +72.4% | +46.1% |
| 3Y | +141.6% | -49.9% | +191.5% | +171.1% |
| 5Y | +48.3% | -7.6% | +55.9% | +36.7% |
| 10Y | +215.9% | +502.3% | -286.4% | +71.8% |
| All | +153.4% | +387.6% | -234.2% | -22.9% |
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