+1,413.5%
FTI vs BLDR
+389.5%
+1,024.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -1.1% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +12.3% | -16.2% | +28.6% | +16.1% |
| 3M | +13.8% | -14.4% | +28.2% | +15.9% |
| 6M | +24.3% | -32.8% | +57.1% | +32.1% |
| YTD | +75.8% | -39.2% | +114.9% | +89.7% |
| 1Y | +99.6% | -57.7% | +157.3% | +131.1% |
| 3Y | +278.4% | -55.3% | +333.7% | +317.4% |
| 5Y | +1,168.7% | +15.6% | +1,153.1% | +1,010.3% |
| 10Y | +297.5% | +359.8% | -62.3% | +154.1% |
| All | +1,413.5% | +389.5% | +1,024.0% | +596.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling