+158.8%
XLB vs BLDR
+372.1%
-213.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.9% | +2.7% | -0.2% |
| 7D | -3.5% | -8.1% | +4.6% | -1.5% |
| 30D | -4.7% | -21.5% | +16.8% | +1.1% |
| 3M | +2.7% | -21.0% | +23.7% | +7.9% |
| 6M | +2.6% | -37.1% | +39.7% | +13.5% |
| YTD | +12.8% | -42.7% | +55.5% | +27.2% |
| 1Y | +14.0% | -58.0% | +71.9% | +38.4% |
| 3Y | +31.5% | -57.8% | +89.3% | +51.8% |
| 5Y | +33.4% | +10.3% | +23.1% | +13.4% |
| All | +158.8% | +372.1% | -213.3% | +43.4% |
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