+175.5%
EXE vs BLDR
+35.3%
+140.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.6% |
| 7D | -2.2% | -8.1% | +5.9% | -1.5% |
| 30D | -0.8% | -21.5% | +20.7% | +1.2% |
| 3M | +10.0% | -21.0% | +31.0% | +11.8% |
| 6M | -6.3% | -37.1% | +30.7% | -2.9% |
| YTD | -10.7% | -42.7% | +32.0% | -6.9% |
| 1Y | +2.7% | -58.0% | +60.6% | +11.1% |
| 3Y | +19.1% | -57.8% | +77.0% | +24.2% |
| 5Y | +105.4% | +10.3% | +95.1% | +60.1% |
| All | +175.5% | +35.3% | +140.2% | +104.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling