+195.1%
FN vs BLDR
-6.1%
+201.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.6% | -0.2% | -3.7% |
| 7D | -4.1% | -1.1% | -3.0% | -3.9% |
| 30D | -28.3% | +19.1% | -47.4% | -32.3% |
| 3M | -33.9% | -12.6% | -21.3% | -32.4% |
| 6M | -43.9% | -18.7% | -25.2% | -42.3% |
| YTD | -23.4% | -38.8% | +15.4% | -16.4% |
| 1Y | -25.4% | -41.2% | +15.8% | -17.6% |
| 3Y | +107.9% | -49.4% | +157.3% | +123.8% |
| 5Y | +195.1% | -6.0% | +201.0% | +125.8% |
| All | +195.1% | -6.1% | +201.2% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling