+230.0%
BLDR vs VIG
+655.8%
-425.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.0% | +3.5% | -6.5% | -9.4% |
| 30D | +20.1% | +4.9% | +15.2% | +9.9% |
| 3M | -17.5% | +2.5% | -20.0% | -20.8% |
| 6M | -16.1% | +11.0% | -27.1% | -30.9% |
| YTD | -41.0% | +16.0% | -57.0% | -55.1% |
| 1Y | -41.6% | +17.5% | -59.1% | -56.6% |
| 3Y | -50.8% | +67.0% | -117.8% | -81.7% |
| 5Y | -10.8% | +64.8% | -75.5% | -64.9% |
| 10Y | +486.3% | +263.6% | +222.7% | -55.5% |
| All | +230.0% | +655.8% | -425.7% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling