+365.4%
BLDR vs VIG
+247.5%
+117.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -3.2% |
| 7D | -8.1% | -2.2% | -5.9% | -4.5% |
| 30D | -21.5% | -3.2% | -18.3% | -16.9% |
| 3M | -21.0% | +3.0% | -24.0% | -24.4% |
| 6M | -37.1% | +8.1% | -45.2% | -44.1% |
| YTD | -42.7% | +9.1% | -51.7% | -49.7% |
| 1Y | -58.0% | +12.6% | -70.5% | -64.8% |
| 3Y | -57.8% | +55.4% | -113.2% | -78.9% |
| 5Y | +10.3% | +62.8% | -52.5% | -47.0% |
| All | +365.4% | +247.5% | +117.9% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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