-61.0%
FLNC vs BLDR
-57.1%
-3.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.2% |
| 7D | -4.1% | -8.2% | +4.2% | +0.5% |
| 30D | -24.8% | -16.6% | -8.1% | -17.0% |
| 3M | -59.1% | -23.2% | -35.9% | -53.6% |
| 6M | -42.0% | -33.7% | -8.2% | -29.0% |
| YTD | -49.8% | -41.3% | -8.5% | -33.9% |
| 1Y | +43.1% | -58.8% | +101.9% | +133.0% |
| 3Y | -61.0% | -57.5% | -3.5% | -44.1% |
| All | -61.0% | -57.1% | -3.9% | -44.1% |
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