+125.4%
EXPE vs BLDR
+518.5%
-393.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.7% |
| 7D | -17.8% | -10.3% | -7.5% | -14.2% |
| 30D | -3.2% | +19.6% | -22.8% | -9.3% |
| 3M | -19.0% | -17.0% | -2.0% | -13.5% |
| 6M | +17.7% | -16.7% | +34.5% | +24.0% |
| YTD | -7.8% | -39.4% | +31.6% | +7.3% |
| 1Y | -1.4% | -41.7% | +40.3% | +16.3% |
| 3Y | +121.9% | -49.9% | +171.8% | +156.5% |
| 5Y | +44.3% | -7.6% | +51.9% | +25.4% |
| 10Y | +125.4% | +502.3% | -376.9% | -2.2% |
| All | +125.4% | +518.5% | -393.0% | -2.2% |
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