+376.5%
BLDR vs VYM
+209.2%
+167.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.3% |
| 7D | -8.2% | -0.8% | -7.4% | -7.0% |
| 30D | -16.6% | -2.2% | -14.4% | -13.4% |
| 3M | -23.2% | +3.1% | -26.2% | -26.5% |
| 6M | -33.7% | +9.7% | -43.5% | -42.3% |
| YTD | -41.3% | +14.9% | -56.2% | -52.3% |
| 1Y | -58.8% | +17.6% | -76.4% | -67.6% |
| 3Y | -57.5% | +65.3% | -122.8% | -79.9% |
| 5Y | +12.9% | +78.7% | -65.8% | -51.5% |
| All | +376.5% | +209.2% | +167.3% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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