+2.9%
EXC vs BLDR
-42.7%
+45.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | 0.0% |
| 7D | +0.1% | -1.1% | +1.1% | +0.1% |
| 30D | +9.0% | +19.1% | -10.0% | +8.2% |
| 3M | +3.3% | -12.6% | +15.9% | +3.0% |
| 6M | +5.7% | -18.7% | +24.4% | +5.4% |
| YTD | +7.3% | -38.8% | +46.2% | +4.6% |
| 1Y | +2.9% | -41.2% | +44.2% | +0.2% |
| All | +2.9% | -42.7% | +45.6% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling