+92.4%
FOXA vs BLDR
+337.8%
-245.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.6% |
| 7D | +0.8% | -8.2% | +9.0% | +2.7% |
| 30D | +5.0% | -16.6% | +21.7% | +9.2% |
| 3M | -3.0% | -23.2% | +20.1% | +1.9% |
| 6M | +14.8% | -33.7% | +48.5% | +23.8% |
| YTD | -8.9% | -41.3% | +32.4% | +0.5% |
| 1Y | +13.3% | -58.8% | +72.1% | +35.7% |
| 3Y | +115.4% | -57.5% | +172.9% | +142.0% |
| 5Y | +95.3% | +12.9% | +82.4% | +55.5% |
| All | +92.4% | +337.8% | -245.4% | -6.5% |
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