+33.6%
XLY vs BLDR
-57.1%
+90.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.3% |
| 7D | -1.7% | -8.2% | +6.5% | +0.3% |
| 30D | -4.2% | -16.6% | +12.4% | 0.0% |
| 3M | -2.7% | -23.2% | +20.5% | +2.8% |
| 6M | -0.6% | -33.7% | +33.1% | +8.3% |
| YTD | -5.0% | -41.3% | +36.3% | +5.9% |
| 1Y | -4.1% | -58.8% | +54.7% | +16.6% |
| 3Y | +33.6% | -57.5% | +91.1% | +51.3% |
| All | +33.6% | -57.1% | +90.7% | +51.3% |
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