+788.5%
XLK vs BLDR
+383.3%
+405.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.8% |
| 7D | +0.2% | -8.2% | +8.4% | +2.2% |
| 30D | -0.6% | -16.6% | +16.0% | +3.5% |
| 3M | +2.6% | -23.2% | +25.7% | +8.1% |
| 6M | +34.0% | -33.7% | +67.7% | +45.5% |
| YTD | +30.7% | -41.3% | +72.0% | +45.1% |
| 1Y | +39.2% | -58.8% | +98.0% | +67.8% |
| 3Y | +120.4% | -57.5% | +177.9% | +151.2% |
| 5Y | +148.8% | +12.9% | +135.9% | +112.9% |
| All | +788.5% | +383.3% | +405.1% | +424.8% |
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 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