+160.3%
FN vs BLDR
-55.3%
+215.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.5% | +0.6% | +2.6% |
| 7D | -1.7% | -2.8% | +1.2% | -1.1% |
| 30D | -22.0% | -13.3% | -8.7% | -19.7% |
| 3M | -43.0% | -12.3% | -30.7% | -42.1% |
| 6M | -27.7% | -31.5% | +3.7% | -22.4% |
| YTD | -10.5% | -36.1% | +25.5% | -4.1% |
| 1Y | +12.5% | -54.1% | +66.6% | +31.8% |
| All | +160.3% | -55.3% | +215.7% | +176.3% |
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