+30.6%
VCIT vs BLDR
+554.2%
-523.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.5% |
| 7D | +0.1% | -1.1% | +1.2% | +0.1% |
| 30D | +1.1% | +19.1% | -18.0% | +0.4% |
| 3M | -1.4% | -12.6% | +11.2% | -1.0% |
| 6M | -2.3% | -18.7% | +16.4% | -1.9% |
| YTD | -1.8% | -38.8% | +37.0% | -0.5% |
| 1Y | -1.0% | -41.2% | +40.2% | +0.4% |
| 3Y | +19.3% | -49.4% | +68.6% | +20.9% |
| 5Y | +3.8% | -6.0% | +9.8% | +2.4% |
| 10Y | +30.6% | +523.1% | -492.5% | +26.4% |
| All | +30.6% | +554.2% | -523.6% | +26.4% |
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