-51.8%
BLDR vs EXPD
+68.7%
-120.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.0% |
| 7D | -2.8% | -1.1% | -1.7% | -2.2% |
| 30D | -13.3% | +4.1% | -17.3% | -15.2% |
| 3M | -12.3% | +17.9% | -30.2% | -19.8% |
| 6M | -31.5% | +29.2% | -60.7% | -40.9% |
| YTD | -36.1% | +27.4% | -63.4% | -45.2% |
| 1Y | -54.1% | +56.8% | -110.9% | -66.3% |
| All | -51.8% | +68.7% | -120.5% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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