+63.0%
XLC vs BLDR
-51.2%
+114.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.5% |
| 7D | +3.1% | -8.2% | +11.3% | +4.1% |
| 30D | -4.2% | +16.3% | -20.5% | -6.2% |
| 3M | -2.1% | -17.0% | +14.8% | -0.3% |
| 6M | -6.6% | -17.4% | +10.8% | -5.3% |
| YTD | -7.8% | -41.6% | +33.8% | -3.1% |
| 1Y | -4.1% | -43.5% | +39.4% | +1.1% |
| All | +63.0% | -51.2% | +114.1% | +72.8% |
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