+484.0%
V vs BLDR
+479.0%
+5.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | +0.9% | -3.0% | +3.9% | +1.5% |
| 30D | +9.0% | +20.1% | -11.1% | +4.5% |
| 3M | +16.7% | -17.5% | +34.2% | +20.7% |
| 6M | +33.4% | -16.1% | +49.5% | +36.1% |
| YTD | +22.4% | -41.0% | +63.4% | +33.2% |
| 1Y | +27.7% | -41.6% | +69.3% | +39.0% |
| 3Y | +78.0% | -50.8% | +128.8% | +90.4% |
| 5Y | +108.5% | -10.8% | +119.3% | +82.0% |
| All | +484.0% | +479.0% | +5.0% | +190.4% |
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