+376.5%
BLDR vs VCLT
+17.1%
+359.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | -8.2% | -1.4% | -6.9% | -6.8% |
| 30D | -16.6% | -1.2% | -15.5% | -15.4% |
| 3M | -23.2% | -4.8% | -18.4% | -18.5% |
| 6M | -33.7% | -2.6% | -31.2% | -31.0% |
| YTD | -41.3% | -3.3% | -38.0% | -38.4% |
| 1Y | -58.8% | -4.8% | -54.0% | -56.0% |
| 3Y | -57.5% | +11.5% | -69.0% | -60.4% |
| 5Y | +12.9% | -17.0% | +29.9% | +32.5% |
| All | +376.5% | +17.1% | +359.4% | +461.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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