+365.4%
BLDR vs EXEL
+386.3%
-20.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.6% |
| 7D | -8.1% | -2.9% | -5.2% | -7.5% |
| 30D | -21.5% | +11.9% | -33.4% | -23.6% |
| 3M | -21.0% | +9.2% | -30.2% | -22.7% |
| 6M | -37.1% | +39.1% | -76.1% | -41.9% |
| YTD | -42.7% | +31.0% | -73.7% | -46.5% |
| 1Y | -58.0% | +52.3% | -110.3% | -62.3% |
| 3Y | -57.8% | +159.7% | -217.6% | -67.9% |
| 5Y | +10.3% | +187.7% | -177.4% | -19.5% |
| All | +365.4% | +386.3% | -20.9% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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