+389.2%
BLDR vs EXPD
+872.6%
-483.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.8% |
| 7D | -2.8% | -1.1% | -1.7% | -1.9% |
| 30D | -13.3% | +4.1% | -17.3% | -16.3% |
| 3M | -12.3% | +17.9% | -30.2% | -23.8% |
| 6M | -31.5% | +29.2% | -60.7% | -45.7% |
| YTD | -36.1% | +27.4% | -63.4% | -49.7% |
| 1Y | -54.1% | +56.8% | -110.9% | -70.1% |
| 3Y | -55.8% | +68.0% | -123.8% | -73.2% |
| 5Y | +20.7% | +61.9% | -41.1% | -26.0% |
| 10Y | +390.2% | +316.0% | +74.2% | +33.8% |
| All | +389.2% | +872.6% | -483.4% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling