+326.6%
BLDR vs VYM
+487.3%
-160.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.0% |
| 7D | -2.7% | -1.0% | -1.7% | -0.9% |
| 30D | -14.7% | -2.0% | -12.7% | -11.3% |
| 3M | -20.8% | +3.1% | -23.9% | -24.7% |
| 6M | -35.3% | +8.9% | -44.2% | -44.3% |
| YTD | -40.3% | +14.7% | -55.1% | -53.1% |
| 1Y | -56.3% | +19.4% | -75.7% | -68.0% |
| 3Y | -56.1% | +65.4% | -121.5% | -82.1% |
| 5Y | +12.9% | +77.6% | -64.6% | -59.0% |
| 10Y | +386.5% | +207.8% | +178.7% | -37.6% |
| All | +326.6% | +487.3% | -160.7% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling