+115.9%
EXPE vs BLDR
+554.2%
-438.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -0.4% |
| 7D | -11.2% | -1.1% | -10.1% | -10.5% |
| 30D | -7.5% | +19.1% | -26.5% | -13.1% |
| 3M | -19.1% | -12.6% | -6.5% | -15.2% |
| 6M | +10.7% | -18.7% | +29.4% | +17.7% |
| YTD | -9.9% | -38.8% | +28.9% | +4.5% |
| 1Y | -4.6% | -41.2% | +36.6% | +12.1% |
| 3Y | +116.8% | -49.4% | +166.2% | +149.7% |
| 5Y | +38.6% | -6.0% | +44.5% | +19.8% |
| 10Y | +115.9% | +523.1% | -407.2% | -6.2% |
| All | +115.9% | +554.2% | -438.3% | -6.2% |
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