-56.7%
BLDR vs EXEL
+164.8%
-221.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | -14.7% | +10.1% | -24.9% | -16.4% |
| 3M | -20.8% | +10.1% | -30.9% | -22.3% |
| 6M | -35.3% | +37.7% | -73.0% | -38.9% |
| YTD | -40.3% | +33.1% | -73.4% | -43.5% |
| 1Y | -56.3% | +52.4% | -108.7% | -59.5% |
| All | -56.7% | +164.8% | -221.5% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling