+117.5%
XLK vs BLDR
-58.1%
+175.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.7% |
| 7D | -0.4% | -8.1% | +7.7% | +1.0% |
| 30D | -0.5% | -21.5% | +21.0% | +3.6% |
| 3M | +5.0% | -21.0% | +26.0% | +8.6% |
| 6M | +32.9% | -37.1% | +69.9% | +42.5% |
| YTD | +29.0% | -42.7% | +71.7% | +39.8% |
| 1Y | +37.8% | -58.0% | +95.8% | +58.2% |
| All | +117.5% | -58.1% | +175.6% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling