+644.7%
FLEX vs BLDR
+473.7%
+171.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | +0.3% |
| 7D | +17.1% | -8.2% | +25.3% | +21.0% |
| 30D | -29.5% | +16.3% | -45.8% | -35.0% |
| 3M | -37.3% | -17.0% | -20.3% | -34.2% |
| 6M | -44.1% | -17.4% | -26.7% | -42.0% |
| YTD | +29.3% | -41.6% | +70.9% | +52.2% |
| 1Y | +24.2% | -43.5% | +67.7% | +47.4% |
| 3Y | +297.3% | -51.6% | +349.0% | +364.2% |
| 5Y | +446.2% | -11.6% | +457.8% | +354.8% |
| All | +644.7% | +473.7% | +171.1% | +169.0% |
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