+693.0%
FN vs BLDR
+479.0%
+214.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.9% | -8.2% | -7.6% |
| 7D | +0.3% | -3.0% | +3.2% | +1.2% |
| 30D | -16.5% | +20.1% | -36.6% | -21.9% |
| 3M | -42.1% | -17.5% | -24.6% | -39.9% |
| 6M | -52.9% | -16.1% | -36.8% | -52.1% |
| YTD | -28.0% | -41.0% | +13.1% | -20.4% |
| 1Y | -18.5% | -41.6% | +23.1% | -10.0% |
| 3Y | +93.9% | -50.8% | +144.7% | +114.7% |
| 5Y | +170.5% | -10.8% | +181.3% | +138.2% |
| All | +693.0% | +479.0% | +214.0% | +271.8% |
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 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