+169.4%
XLV vs BLDR
+383.3%
-214.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.5% |
| 7D | -3.6% | -8.2% | +4.7% | -2.4% |
| 30D | -1.8% | -16.6% | +14.8% | +0.6% |
| 3M | +7.8% | -23.2% | +31.0% | +11.2% |
| 6M | +9.1% | -33.7% | +42.8% | +14.5% |
| YTD | +7.7% | -41.3% | +49.1% | +14.5% |
| 1Y | +20.4% | -58.8% | +79.2% | +34.4% |
| 3Y | +30.8% | -57.5% | +88.2% | +40.9% |
| 5Y | +34.6% | +12.9% | +21.7% | +20.6% |
| All | +169.4% | +383.3% | -214.0% | +83.2% |
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