+20.2%
EXE vs BLDR
-51.2%
+71.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.3% |
| 7D | +3.6% | -8.2% | +11.8% | +3.5% |
| 30D | -4.3% | +16.3% | -20.6% | -4.2% |
| 3M | -7.7% | -17.0% | +9.3% | -7.7% |
| 6M | -7.2% | -17.4% | +10.1% | -7.3% |
| YTD | -18.5% | -41.6% | +23.1% | -18.3% |
| 1Y | -24.4% | -43.5% | +19.2% | -24.0% |
| All | +20.2% | -51.2% | +71.3% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling