+93.9%
FTV vs BLDR
+472.1%
-378.2%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.7% |
| 7D | -4.5% | -2.8% | -1.6% | -3.7% |
| 30D | -7.1% | -13.3% | +6.2% | -3.6% |
| 3M | -7.2% | -12.3% | +5.1% | -4.7% |
| 6M | -1.5% | -31.5% | +30.0% | +7.7% |
| YTD | +3.5% | -36.1% | +39.5% | +14.8% |
| 1Y | +20.3% | -54.1% | +74.4% | +45.6% |
| 3Y | -3.1% | -55.8% | +52.6% | +13.3% |
| 5Y | +2.3% | +20.7% | -18.4% | -13.6% |
| 10Y | +76.3% | +390.2% | -313.9% | -4.2% |
| All | +93.9% | +472.1% | -378.2% | -2.5% |
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