+263.0%
XLF vs BLDR
+389.5%
-126.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | -0.3% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | -0.5% | -16.2% | +15.7% | +3.1% |
| 3M | +10.6% | -14.4% | +25.1% | +13.2% |
| 6M | +14.3% | -32.8% | +47.1% | +22.5% |
| YTD | +5.5% | -39.2% | +44.7% | +14.9% |
| 1Y | +9.6% | -57.7% | +67.2% | +28.5% |
| 3Y | +75.2% | -55.3% | +130.4% | +94.7% |
| 5Y | +65.5% | +15.6% | +49.9% | +44.4% |
| 10Y | +246.4% | +359.8% | -113.4% | +106.7% |
| All | +263.0% | +389.5% | -126.6% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling