+407.7%
XME vs BLDR
+372.1%
+35.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -2.5% |
| 7D | -3.0% | -8.1% | +5.1% | -0.5% |
| 30D | -2.6% | -21.5% | +18.9% | +4.9% |
| 3M | +2.2% | -21.0% | +23.1% | +8.6% |
| 6M | +0.7% | -37.1% | +37.8% | +14.4% |
| YTD | +10.9% | -42.7% | +53.6% | +29.1% |
| 1Y | +35.7% | -58.0% | +93.7% | +73.5% |
| 3Y | +127.1% | -57.8% | +185.0% | +172.9% |
| 5Y | +168.5% | +10.3% | +158.2% | +119.3% |
| All | +407.7% | +372.1% | +35.5% | +144.6% |
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