+141.9%
XYL vs BLDR
+372.1%
-230.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | +0.1% |
| 7D | -1.2% | -8.1% | +6.9% | +1.0% |
| 30D | -13.2% | -21.5% | +8.3% | -7.4% |
| 3M | -0.2% | -21.0% | +20.8% | +5.6% |
| 6M | -12.5% | -37.1% | +24.6% | -2.2% |
| YTD | -20.9% | -42.7% | +21.8% | -10.0% |
| 1Y | -21.6% | -58.0% | +36.4% | -3.3% |
| 3Y | +16.1% | -57.8% | +74.0% | +36.2% |
| 5Y | -15.6% | +10.3% | -25.9% | -28.6% |
| All | +141.9% | +372.1% | -230.2% | +25.4% |
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