-14.8%
XYL vs BLDR
+12.1%
-26.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | +0.8% | -2.7% | +3.5% | +1.5% |
| 30D | -10.8% | -14.7% | +3.9% | -7.2% |
| 3M | -2.5% | -20.8% | +18.3% | +2.9% |
| 6M | -12.2% | -35.3% | +23.2% | -2.8% |
| YTD | -20.1% | -40.3% | +20.3% | -10.5% |
| 1Y | -20.6% | -56.3% | +35.6% | -3.6% |
| 3Y | +17.3% | -56.1% | +73.4% | +34.1% |
| All | -14.8% | +12.1% | -26.9% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling