+31.2%
VCIT vs BLDR
+602.6%
-571.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.1% |
| 7D | +0.7% | -2.7% | +3.5% | +0.8% |
| 30D | +1.8% | +24.8% | -23.0% | +0.9% |
| 3M | -1.1% | -11.7% | +10.6% | -0.8% |
| 6M | -1.7% | -14.8% | +13.1% | -1.4% |
| YTD | -1.1% | -35.9% | +34.7% | 0.0% |
| 1Y | -0.4% | -39.7% | +39.3% | +1.0% |
| 3Y | +20.5% | -45.6% | +66.0% | +21.8% |
| 5Y | +3.8% | -2.5% | +6.3% | +2.2% |
| 10Y | +31.2% | +597.4% | -566.1% | +27.0% |
| All | +31.2% | +602.6% | -571.3% | +27.0% |
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