+30.8%
XLV vs BLDR
-57.1%
+87.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.4% |
| 7D | -3.6% | -8.2% | +4.7% | -2.7% |
| 30D | -1.8% | -16.6% | +14.8% | -0.1% |
| 3M | +7.8% | -23.2% | +31.0% | +10.2% |
| 6M | +9.1% | -33.7% | +42.8% | +13.1% |
| YTD | +7.7% | -41.3% | +49.1% | +12.6% |
| 1Y | +20.4% | -58.8% | +79.2% | +30.7% |
| 3Y | +30.8% | -57.5% | +88.2% | +37.7% |
| All | +30.8% | -57.1% | +87.9% | +37.7% |
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