+389.2%
BLDR vs EXEL
+699.6%
-310.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -2.8% | +8.4% | -11.2% | -5.5% |
| 30D | -13.3% | +4.1% | -17.3% | -14.6% |
| 3M | -12.3% | +12.4% | -24.7% | -15.7% |
| 6M | -31.5% | +41.5% | -73.0% | -39.1% |
| YTD | -36.1% | +34.6% | -70.7% | -42.6% |
| 1Y | -54.1% | +57.9% | -111.9% | -61.1% |
| 3Y | -55.8% | +159.5% | -215.3% | -69.8% |
| 5Y | +20.7% | +198.5% | -177.7% | -23.4% |
| 10Y | +390.2% | +411.4% | -21.1% | +111.6% |
| All | +389.2% | +699.6% | -310.4% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling