+135.4%
XLP vs BLDR
+554.2%
-418.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.7% |
| 7D | +2.3% | -1.1% | +3.4% | +2.4% |
| 30D | +9.1% | +19.1% | -10.0% | +6.8% |
| 3M | +7.9% | -12.6% | +20.4% | +9.1% |
| 6M | +9.6% | -18.7% | +28.3% | +11.2% |
| YTD | +19.4% | -38.8% | +58.3% | +24.6% |
| 1Y | +22.4% | -41.2% | +63.6% | +28.1% |
| 3Y | +43.2% | -49.4% | +92.6% | +48.3% |
| 5Y | +42.6% | -6.0% | +48.5% | +32.4% |
| 10Y | +135.4% | +523.1% | -387.6% | +73.0% |
| All | +135.4% | +554.2% | -418.7% | +73.0% |
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