+506.9%
XLB vs BLDR
+392.3%
+114.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.6% |
| 7D | +0.5% | -1.1% | +1.6% | +0.6% |
| 30D | +6.9% | +19.1% | -12.2% | +3.4% |
| 3M | -0.2% | -12.6% | +12.4% | +1.6% |
| 6M | +3.3% | -18.7% | +22.0% | +5.8% |
| YTD | +18.0% | -38.8% | +56.9% | +26.2% |
| 1Y | +24.2% | -41.2% | +65.4% | +33.5% |
| 3Y | +44.7% | -49.4% | +94.1% | +55.4% |
| 5Y | +31.6% | -6.0% | +37.5% | +24.5% |
| 10Y | +164.2% | +523.1% | -358.8% | +75.4% |
| All | +506.9% | +392.3% | +114.6% | +206.7% |
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