+1,769.1%
BLDR vs VCLT
+98.6%
+1,670.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | -3.0% | -2.3% | -0.7% | -1.7% |
| 30D | +20.1% | +0.8% | +19.4% | +19.9% |
| 3M | -17.5% | -2.7% | -14.8% | -16.0% |
| 6M | -16.1% | -4.3% | -11.8% | -13.6% |
| YTD | -41.0% | -4.3% | -36.7% | -39.1% |
| 1Y | -41.6% | -4.4% | -37.2% | -39.7% |
| 3Y | -50.8% | +13.8% | -64.6% | -52.0% |
| 5Y | -10.8% | -17.0% | +6.2% | -9.7% |
| 10Y | +486.3% | +20.9% | +465.4% | +607.2% |
| All | +1,769.1% | +98.6% | +1,670.5% | +4,567.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling