+65.0%
XLF vs BLDR
+7.7%
+57.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.4% |
| 7D | -2.9% | -8.1% | +5.2% | -1.4% |
| 30D | -1.6% | -21.5% | +19.9% | +2.7% |
| 3M | +9.3% | -21.0% | +30.2% | +13.1% |
| 6M | +14.6% | -37.1% | +51.6% | +23.3% |
| YTD | +4.7% | -42.7% | +47.4% | +14.2% |
| 1Y | +8.6% | -58.0% | +66.6% | +25.7% |
| 3Y | +73.9% | -57.8% | +131.7% | +90.7% |
| 5Y | +65.0% | +10.3% | +54.7% | +29.2% |
| All | +65.0% | +7.7% | +57.3% | +29.2% |
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