+119.1%
FN vs BLDR
-47.3%
+166.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.5% | +6.4% | +11.0% |
| 7D | +16.3% | -2.7% | +19.0% | +16.6% |
| 30D | -24.7% | +24.8% | -49.6% | -28.3% |
| 3M | -34.9% | -11.7% | -23.3% | -33.6% |
| 6M | -41.1% | -14.8% | -26.3% | -40.1% |
| YTD | -19.6% | -35.9% | +16.3% | -14.5% |
| 1Y | -18.5% | -39.7% | +21.2% | -12.0% |
| 3Y | +119.1% | -45.6% | +164.7% | +116.7% |
| All | +119.1% | -47.3% | +166.4% | +116.7% |
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