+91.1%
EXPE vs BLDR
+16.0%
+75.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.9% | -3.0% | -6.1% |
| 7D | -9.8% | -0.3% | -9.4% | -9.6% |
| 30D | -11.5% | -16.2% | +4.7% | -5.9% |
| 3M | +21.7% | -14.4% | +36.1% | +27.2% |
| 6M | +10.4% | -32.8% | +43.2% | +24.9% |
| YTD | -2.5% | -39.2% | +36.6% | +13.0% |
| 1Y | +27.3% | -57.7% | +85.0% | +68.1% |
| 3Y | +153.5% | -55.3% | +208.8% | +197.6% |
| 5Y | +91.1% | +15.6% | +75.5% | +41.8% |
| All | +91.1% | +16.0% | +75.1% | +41.8% |
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