+39.8%
FTV vs BLDR
-50.7%
+90.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | +3.9% | -3.0% | +6.9% | +4.6% |
| 30D | +18.7% | +20.1% | -1.5% | +12.6% |
| 3M | +10.0% | -17.5% | +27.5% | +14.7% |
| 6M | +14.6% | -16.1% | +30.7% | +17.7% |
| YTD | +23.4% | -41.0% | +64.5% | +38.4% |
| 1Y | +31.3% | -41.6% | +72.9% | +47.3% |
| 3Y | +39.8% | -50.8% | +90.6% | +63.8% |
| All | +39.8% | -50.7% | +90.5% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling