+38.4%
XLC vs BLDR
+15.6%
+22.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.5% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +0.2% | -16.2% | +16.5% | +3.7% |
| 3M | +0.6% | -14.4% | +15.1% | +2.9% |
| 6M | -4.5% | -32.8% | +28.3% | +2.2% |
| YTD | -4.7% | -39.2% | +34.5% | +3.5% |
| 1Y | -1.7% | -57.7% | +56.0% | +15.5% |
| 3Y | +72.3% | -55.3% | +127.5% | +87.0% |
| All | +38.4% | +15.6% | +22.9% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling