+127.7%
EXPE vs BLDR
+479.0%
-351.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.5% |
| 7D | -0.5% | -3.0% | +2.5% | +0.5% |
| 30D | -6.1% | +20.1% | -26.2% | -12.1% |
| 3M | -21.3% | -17.5% | -3.8% | -15.7% |
| 6M | +19.0% | -16.1% | +35.1% | +25.0% |
| YTD | -8.4% | -41.0% | +32.6% | +7.6% |
| 1Y | -2.8% | -41.6% | +38.8% | +14.4% |
| 3Y | +120.8% | -50.8% | +171.6% | +156.8% |
| 5Y | +46.2% | -10.8% | +57.0% | +28.7% |
| All | +127.7% | +479.0% | -351.3% | +0.1% |
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