+10.3%
BLDR vs VICR
+42.6%
-32.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.8% | -3.4% |
| 7D | -8.1% | -0.4% | -7.7% | -8.1% |
| 30D | -21.5% | -15.6% | -5.9% | -19.8% |
| 3M | -21.0% | -35.4% | +14.4% | -16.8% |
| 6M | -37.1% | +1.3% | -38.3% | -40.5% |
| YTD | -42.7% | +62.5% | -105.1% | -51.0% |
| 1Y | -58.0% | +255.5% | -313.4% | -69.7% |
| 3Y | -57.8% | +182.0% | -239.8% | -70.7% |
| 5Y | +10.3% | +42.9% | -32.6% | -22.3% |
| All | +10.3% | +42.6% | -32.3% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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