+163.9%
XLE vs BLDR
+602.6%
-438.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -0.7% |
| 7D | -7.9% | -2.7% | -5.2% | -7.6% |
| 30D | -4.8% | +24.8% | -29.6% | -10.1% |
| 3M | +8.4% | -11.7% | +20.0% | +10.1% |
| 6M | +12.7% | -14.8% | +27.4% | +13.6% |
| YTD | +41.3% | -35.9% | +77.2% | +50.8% |
| 1Y | +42.3% | -39.7% | +82.0% | +53.8% |
| 3Y | +65.1% | -45.6% | +110.6% | +72.2% |
| 5Y | +150.2% | -2.5% | +152.7% | +102.8% |
| 10Y | +163.9% | +597.4% | -433.4% | +13.4% |
| All | +163.9% | +602.6% | -438.6% | +13.4% |
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