+282.7%
FLEX vs BLDR
-50.7%
+333.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -5.0% | -4.3% |
| 7D | +7.5% | -3.0% | +10.4% | +8.4% |
| 30D | -25.3% | +20.1% | -45.4% | -30.3% |
| 3M | -39.7% | -17.5% | -22.2% | -36.9% |
| 6M | -47.9% | -16.1% | -31.8% | -46.2% |
| YTD | +24.1% | -41.0% | +65.1% | +39.5% |
| 1Y | +26.0% | -41.6% | +67.5% | +41.5% |
| 3Y | +282.7% | -50.8% | +333.5% | +310.0% |
| All | +282.7% | -50.7% | +333.4% | +310.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling