+499.4%
XLB vs BLDR
+414.6%
+84.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.9% | -0.8% |
| 7D | -1.4% | -2.8% | +1.5% | -0.9% |
| 30D | -0.4% | -13.3% | +12.9% | +1.9% |
| 3M | +2.0% | -12.3% | +14.2% | +3.7% |
| 6M | +1.8% | -31.5% | +33.3% | +7.5% |
| YTD | +16.6% | -36.1% | +52.6% | +24.2% |
| 1Y | +16.9% | -54.1% | +71.0% | +31.3% |
| 3Y | +32.6% | -55.8% | +88.3% | +45.8% |
| 5Y | +35.6% | +20.7% | +14.9% | +23.6% |
| 10Y | +160.0% | +390.2% | -230.2% | +79.0% |
| All | +499.4% | +414.6% | +84.8% | +201.9% |
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