+164.2%
XLB vs BLDR
+479.0%
-314.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.4% |
| 7D | +0.5% | -3.0% | +3.5% | +1.2% |
| 30D | +5.2% | +20.1% | -15.0% | -0.1% |
| 3M | +0.3% | -17.5% | +17.8% | +4.4% |
| 6M | +1.2% | -16.1% | +17.3% | +3.9% |
| YTD | +16.6% | -41.0% | +57.7% | +29.7% |
| 1Y | +21.4% | -41.6% | +63.0% | +35.1% |
| 3Y | +43.2% | -50.8% | +94.0% | +58.4% |
| 5Y | +28.0% | -10.8% | +38.8% | +14.6% |
| All | +164.2% | +479.0% | -314.9% | +37.3% |
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