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  • FLEX vs BLDR✓SelectedUSD · BLDRFLEX vs BLDR performance historyLatest closeAs of-1.43%09/09
Stock and ETF performance explorer

FLEX vs BLDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,086.7%
BLDR return
+357.1%
Excess return
+729.6%
Maximum drawdown
-70.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioBLDRExcessAlpha
1D-1.4%-1.9%+0.5%-0.7%
7D+6.4%-2.7%+9.0%+7.4%
30D-5.9%-14.7%+8.8%-0.4%
3M-23.5%-20.8%-2.6%-17.3%
6M+83.7%-35.3%+119.1%+114.7%
YTD+86.5%-40.3%+126.8%+121.9%
1Y+100.5%-56.3%+156.8%+167.9%
3Y+469.8%-56.1%+526.0%+604.5%
5Y+725.7%+12.9%+712.7%+531.1%
10Y+1,086.7%+386.5%+700.3%+366.0%
All+1,086.7%+357.1%+729.6%+366.0%

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