+119.9%
XRT vs BLDR
+372.1%
-252.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.5% |
| 7D | -3.6% | -8.1% | +4.5% | -0.9% |
| 30D | -6.7% | -21.5% | +14.8% | +0.9% |
| 3M | -1.4% | -21.0% | +19.6% | +5.3% |
| 6M | +1.7% | -37.1% | +38.8% | +16.2% |
| YTD | -1.5% | -42.7% | +41.2% | +15.2% |
| 1Y | -2.5% | -58.0% | +55.5% | +26.0% |
| 3Y | +39.9% | -57.8% | +97.7% | +71.0% |
| 5Y | -2.6% | +10.3% | -12.9% | -17.0% |
| All | +119.9% | +372.1% | -252.2% | +8.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling