+153.5%
EXPE vs BLDR
-54.9%
+208.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.9% | -3.0% | -6.5% |
| 7D | -9.8% | -0.3% | -9.4% | -9.6% |
| 30D | -11.5% | -16.2% | +4.7% | -7.0% |
| 3M | +21.7% | -14.4% | +36.1% | +26.3% |
| 6M | +10.4% | -32.8% | +43.2% | +21.9% |
| YTD | -2.5% | -39.2% | +36.6% | +9.8% |
| 1Y | +27.3% | -57.7% | +85.0% | +58.5% |
| 3Y | +153.5% | -55.3% | +208.8% | +175.0% |
| All | +153.5% | -54.9% | +208.4% | +175.0% |
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