+175.9%
EXC vs BLDR
+392.3%
-216.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.2% |
| 7D | +0.1% | -1.1% | +1.1% | +0.1% |
| 30D | +9.0% | +19.1% | -10.0% | +7.1% |
| 3M | +3.3% | -12.6% | +15.9% | +4.3% |
| 6M | +5.7% | -18.7% | +24.4% | +7.0% |
| YTD | +7.3% | -38.8% | +46.2% | +11.1% |
| 1Y | +2.9% | -41.2% | +44.2% | +6.8% |
| 3Y | +29.3% | -49.4% | +78.7% | +33.2% |
| 5Y | +40.1% | -6.0% | +46.0% | +33.1% |
| 10Y | +197.7% | +523.1% | -325.4% | +128.9% |
| All | +175.9% | +392.3% | -216.3% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling