-58.4%
BLDR vs VCLT
+11.3%
-69.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -1.7% |
| 7D | -8.1% | -1.3% | -6.8% | -5.7% |
| 30D | -21.5% | -1.1% | -20.4% | -19.6% |
| 3M | -21.0% | -3.7% | -17.3% | -14.3% |
| 6M | -37.1% | -4.0% | -33.0% | -30.9% |
| YTD | -42.7% | -3.4% | -39.3% | -37.8% |
| 1Y | -58.0% | -4.1% | -53.8% | -53.7% |
| All | -58.4% | +11.3% | -69.7% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling