+41.9%
XLP vs BLDR
-50.4%
+92.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.5% | +3.2% | -0.9% |
| 7D | +0.7% | -3.7% | +4.4% | +1.0% |
| 30D | +10.3% | +16.8% | -6.5% | +9.0% |
| 3M | +6.5% | -13.7% | +20.3% | +7.3% |
| 6M | +8.4% | -21.9% | +30.2% | +9.6% |
| YTD | +18.2% | -39.2% | +57.4% | +21.2% |
| 1Y | +22.4% | -42.6% | +65.1% | +25.9% |
| 3Y | +41.9% | -50.2% | +92.1% | +47.5% |
| All | +41.9% | -50.4% | +92.3% | +47.5% |
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