+103.1%
XLP vs BLDR
+388.1%
-284.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.1% |
| 7D | -1.0% | -2.8% | +1.8% | -0.7% |
| 30D | -0.9% | -13.3% | +12.4% | +0.6% |
| 3M | +3.8% | -12.3% | +16.1% | +4.8% |
| 6M | -1.7% | -31.5% | +29.7% | +1.7% |
| YTD | +10.3% | -36.1% | +46.3% | +14.7% |
| 1Y | +7.8% | -54.1% | +61.9% | +16.2% |
| 3Y | +27.2% | -55.8% | +83.0% | +34.1% |
| 5Y | +32.5% | +20.7% | +11.8% | +19.6% |
| All | +103.1% | +388.1% | -284.9% | +59.4% |
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