+75.9%
FTV vs BLDR
+372.1%
-296.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.2% |
| 7D | -5.2% | -8.1% | +2.9% | -3.0% |
| 30D | -11.5% | -21.5% | +10.0% | -5.6% |
| 3M | -9.0% | -21.0% | +11.9% | -3.9% |
| 6M | -2.0% | -37.1% | +35.0% | +9.6% |
| YTD | -0.9% | -42.7% | +41.7% | +13.2% |
| 1Y | +14.8% | -58.0% | +72.8% | +42.4% |
| 3Y | -5.5% | -57.8% | +52.3% | +11.9% |
| 5Y | -1.9% | +10.3% | -12.2% | -15.1% |
| All | +75.9% | +372.1% | -296.2% | -1.4% |
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 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