+128.8%
XLP vs BLDR
+602.6%
-473.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.3% |
| 7D | +0.1% | -2.7% | +2.8% | +0.3% |
| 30D | +8.9% | +24.8% | -15.9% | +6.1% |
| 3M | +7.5% | -11.7% | +19.2% | +8.6% |
| 6M | +9.4% | -14.8% | +24.2% | +10.5% |
| YTD | +19.3% | -35.9% | +55.1% | +23.7% |
| 1Y | +21.7% | -39.7% | +61.4% | +27.0% |
| 3Y | +44.0% | -45.6% | +89.5% | +47.8% |
| 5Y | +42.8% | -2.5% | +45.3% | +32.2% |
| 10Y | +128.8% | +597.4% | -468.6% | +73.9% |
| All | +128.8% | +602.6% | -473.8% | +73.9% |
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