+8.1%
FPS vs BLDR
-46.7%
+54.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | -0.1% | +1.5% |
| 7D | +3.1% | -2.8% | +6.0% | +4.3% |
| 30D | -18.6% | -13.3% | -5.3% | -14.0% |
| 3M | -51.5% | -12.3% | -39.2% | -49.2% |
| 6M | -8.5% | -31.5% | +22.9% | +5.8% |
| All | +8.1% | -46.7% | +54.8% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling