+80.3%
EXE vs BLDR
-11.9%
+92.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.8% |
| 7D | +5.3% | -3.0% | +8.3% | +5.5% |
| 30D | -2.2% | +20.1% | -22.3% | -3.5% |
| 3M | -5.9% | -17.5% | +11.6% | -5.0% |
| 6M | -5.7% | -16.1% | +10.4% | -5.3% |
| YTD | -17.8% | -41.0% | +23.2% | -15.5% |
| 1Y | -23.1% | -41.6% | +18.5% | -20.9% |
| 3Y | +21.2% | -50.8% | +72.0% | +22.5% |
| All | +80.3% | -11.9% | +92.2% | +41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling