+455.4%
V vs BLDR
+524.3%
-68.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +1.4% |
| 7D | +0.8% | -1.1% | +1.9% | +0.9% |
| 30D | +9.9% | +19.1% | -9.1% | +5.6% |
| 3M | +17.5% | -12.6% | +30.1% | +20.0% |
| 6M | +33.5% | -18.7% | +52.2% | +37.1% |
| YTD | +21.6% | -38.8% | +60.4% | +31.3% |
| 1Y | +27.6% | -41.2% | +68.8% | +38.7% |
| 3Y | +76.4% | -49.4% | +125.8% | +87.7% |
| 5Y | +103.8% | -6.0% | +109.8% | +75.8% |
| All | +455.4% | +524.3% | -68.9% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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