+30.9%
VCIT vs BLDR
+518.5%
-487.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | 0.0% |
| 7D | -0.5% | -10.3% | +9.8% | -0.1% |
| 30D | +1.0% | +19.6% | -18.5% | +0.2% |
| 3M | -1.4% | -17.0% | +15.6% | -0.8% |
| 6M | -2.1% | -16.7% | +14.7% | -1.7% |
| YTD | -1.8% | -39.4% | +37.6% | -0.4% |
| 1Y | -1.4% | -41.7% | +40.3% | +0.1% |
| 3Y | +19.3% | -49.9% | +69.1% | +20.9% |
| 5Y | +4.1% | -7.6% | +11.7% | +2.8% |
| 10Y | +30.9% | +502.3% | -471.4% | +26.6% |
| All | +30.9% | +518.5% | -487.5% | +26.6% |
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