+478.6%
BLDR vs VT
+222.7%
+255.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -2.9% | -2.6% |
| 7D | -8.2% | +2.9% | -11.1% | -12.3% |
| 30D | +16.3% | -2.5% | +18.8% | +21.0% |
| 3M | -17.0% | -3.3% | -13.6% | -12.3% |
| 6M | -17.4% | +1.5% | -18.9% | -19.2% |
| YTD | -41.6% | +11.4% | -52.9% | -50.7% |
| 1Y | -43.5% | +11.9% | -55.4% | -52.6% |
| 3Y | -51.6% | +73.9% | -125.5% | -80.1% |
| 5Y | -11.6% | +57.9% | -69.5% | -55.5% |
| All | +478.6% | +222.7% | +255.9% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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