-3.5%
FSLY vs BLDR
+281.8%
-285.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +1.1% |
| 7D | +12.5% | -8.2% | +20.7% | +15.7% |
| 30D | -18.8% | -16.6% | -2.2% | -13.8% |
| 3M | +22.7% | -23.2% | +45.8% | +32.3% |
| 6M | -3.7% | -33.7% | +30.0% | +8.3% |
| YTD | +127.5% | -41.3% | +168.8% | +157.7% |
| 1Y | +193.5% | -58.8% | +252.3% | +283.7% |
| 3Y | -1.3% | -57.5% | +56.1% | +20.9% |
| 5Y | -47.3% | +12.9% | -60.2% | -56.5% |
| All | -3.5% | +281.8% | -285.3% | -47.9% |
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