+174.8%
EXE vs BLDR
+40.9%
+133.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.4% |
| 7D | -2.7% | -2.7% | 0.0% | -2.5% |
| 30D | -0.4% | -14.7% | +14.3% | +0.9% |
| 3M | +9.5% | -20.8% | +30.3% | +11.2% |
| 6M | -9.3% | -35.3% | +26.0% | -6.2% |
| YTD | -10.9% | -40.3% | +29.4% | -7.4% |
| 1Y | +4.3% | -56.3% | +60.6% | +12.5% |
| 3Y | +18.8% | -56.1% | +74.9% | +23.5% |
| 5Y | +101.4% | +12.9% | +88.5% | +57.2% |
| All | +174.8% | +40.9% | +133.9% | +103.1% |
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