+34.5%
XLB vs BLDR
-54.9%
+89.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | 0.0% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -1.7% | -16.2% | +14.5% | +1.7% |
| 3M | +4.4% | -14.4% | +18.8% | +6.9% |
| 6M | +5.0% | -32.8% | +37.8% | +12.6% |
| YTD | +15.5% | -39.2% | +54.6% | +25.9% |
| 1Y | +14.9% | -57.7% | +72.6% | +34.6% |
| 3Y | +34.5% | -55.3% | +89.8% | +47.4% |
| All | +34.5% | -54.9% | +89.4% | +47.4% |
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 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