+108.4%
FTV vs BLDR
+473.7%
-365.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.9% |
| 7D | +3.7% | -8.2% | +11.9% | +6.1% |
| 30D | +16.8% | +16.3% | +0.6% | +11.3% |
| 3M | +10.4% | -17.0% | +27.4% | +15.2% |
| 6M | +12.8% | -17.4% | +30.2% | +16.7% |
| YTD | +23.3% | -41.6% | +64.9% | +39.2% |
| 1Y | +31.0% | -43.5% | +74.5% | +48.9% |
| 3Y | +38.6% | -51.6% | +90.2% | +57.4% |
| 5Y | +17.6% | -11.6% | +29.2% | +7.4% |
| All | +108.4% | +473.7% | -365.3% | +9.9% |
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