+690.0%
FLEX vs BLDR
+416.0%
+274.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.5% | +6.5% | +10.8% |
| 7D | -7.2% | -2.7% | -4.4% | -6.9% |
| 30D | -34.8% | +24.8% | -59.6% | -38.6% |
| 3M | -35.6% | -11.7% | -23.9% | -34.6% |
| 6M | -45.0% | -14.8% | -30.2% | -44.1% |
| YTD | +29.4% | -35.9% | +65.3% | +39.7% |
| 1Y | +24.8% | -39.7% | +64.5% | +36.3% |
| 3Y | +304.4% | -45.6% | +350.0% | +339.0% |
| 5Y | +484.1% | -2.5% | +486.6% | +445.7% |
| 10Y | +640.4% | +597.4% | +43.1% | +350.4% |
| All | +690.0% | +416.0% | +274.0% | +230.8% |
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