+389.2%
BLDR vs EXR
+2,135.2%
-1,746.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.4% |
| 7D | -2.8% | -2.6% | -0.3% | -0.9% |
| 30D | -13.3% | -7.2% | -6.1% | -8.2% |
| 3M | -12.3% | -3.5% | -8.8% | -9.8% |
| 6M | -31.5% | -5.3% | -26.2% | -28.5% |
| YTD | -36.1% | +9.4% | -45.4% | -40.1% |
| 1Y | -54.1% | +1.3% | -55.4% | -54.4% |
| 3Y | -55.8% | +22.4% | -78.2% | -62.7% |
| 5Y | +20.7% | -12.2% | +33.0% | +24.2% |
| 10Y | +390.2% | +148.6% | +241.7% | +103.4% |
| All | +389.2% | +2,135.2% | -1,746.0% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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