+143.7%
XLC vs BLDR
+222.1%
-78.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.5% |
| 7D | +0.5% | -8.2% | +8.7% | +2.3% |
| 30D | +2.1% | -16.6% | +18.7% | +5.9% |
| 3M | +0.7% | -23.2% | +23.9% | +5.5% |
| 6M | -3.2% | -33.7% | +30.5% | +4.0% |
| YTD | -3.8% | -41.3% | +37.5% | +5.4% |
| 1Y | -2.0% | -58.8% | +56.8% | +15.5% |
| 3Y | +71.4% | -57.5% | +128.8% | +91.1% |
| 5Y | +40.7% | +12.9% | +27.8% | +20.0% |
| All | +143.7% | +222.1% | -78.4% | +45.0% |
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