+160.8%
EXC vs BLDR
+357.1%
-196.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.3% |
| 7D | +0.3% | -2.7% | +3.0% | +0.7% |
| 30D | -0.9% | -14.7% | +13.8% | +1.1% |
| 3M | -2.7% | -20.8% | +18.2% | -0.2% |
| 6M | -9.4% | -35.3% | +26.0% | -4.9% |
| YTD | +3.0% | -40.3% | +43.4% | +8.7% |
| 1Y | +5.1% | -56.3% | +61.4% | +15.5% |
| 3Y | +20.6% | -56.1% | +76.7% | +27.6% |
| 5Y | +45.7% | +12.9% | +32.8% | +25.0% |
| 10Y | +160.8% | +386.5% | -225.6% | +84.3% |
| All | +160.8% | +357.1% | -196.3% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling