+743.6%
FN vs BLDR
+568.9%
+174.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -4.5% | +16.2% | +12.8% |
| 7D | 0.0% | -3.7% | +3.6% | +0.3% |
| 30D | -34.3% | +16.8% | -51.1% | -38.0% |
| 3M | -39.9% | -13.7% | -26.1% | -38.5% |
| 6M | -51.8% | -21.9% | -30.0% | -50.0% |
| YTD | -28.1% | -39.2% | +11.1% | -21.4% |
| 1Y | -29.1% | -42.6% | +13.6% | -21.2% |
| 3Y | +102.4% | -50.2% | +152.6% | +123.3% |
| 5Y | +171.7% | -7.0% | +178.6% | +136.4% |
| All | +743.6% | +568.9% | +174.7% | +295.6% |
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