+257.8%
BLDR vs VIG
+623.5%
-365.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +3.4% |
| 7D | -2.8% | -0.4% | -2.4% | -2.0% |
| 30D | -13.3% | -1.0% | -12.3% | -11.5% |
| 3M | -12.3% | +2.8% | -15.0% | -16.4% |
| 6M | -31.5% | +8.2% | -39.7% | -40.8% |
| YTD | -36.1% | +11.0% | -47.1% | -47.3% |
| 1Y | -54.1% | +16.1% | -70.2% | -65.3% |
| 3Y | -55.8% | +56.2% | -111.9% | -81.2% |
| 5Y | +20.7% | +63.0% | -42.2% | -51.9% |
| 10Y | +390.2% | +241.4% | +148.8% | -57.9% |
| All | +257.8% | +623.5% | -365.7% | -92.5% |
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