+210.0%
NXPI vs BLDR
+372.1%
-162.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.4% | +2.9% |
| 7D | +0.7% | -8.1% | +8.8% | +3.8% |
| 30D | -4.2% | -21.5% | +17.3% | +4.5% |
| 3M | -20.4% | -21.0% | +0.5% | -14.6% |
| 6M | +12.5% | -37.1% | +49.6% | +30.0% |
| YTD | +5.2% | -42.7% | +47.9% | +25.1% |
| 1Y | +5.1% | -58.0% | +63.1% | +40.2% |
| 3Y | +17.7% | -57.8% | +75.5% | +48.0% |
| 5Y | +16.8% | +10.3% | +6.5% | -3.7% |
| All | +210.0% | +372.1% | -162.1% | +43.6% |
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