-69.9%
VFC vs BLDR
+372.1%
-442.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.4% | -0.1% |
| 7D | -3.3% | -8.1% | +4.8% | -0.2% |
| 30D | -14.0% | -21.5% | +7.5% | -6.0% |
| 3M | -22.6% | -21.0% | -1.6% | -15.8% |
| 6M | -24.7% | -37.1% | +12.3% | -11.3% |
| YTD | -29.0% | -42.7% | +13.7% | -14.1% |
| 1Y | -13.8% | -58.0% | +44.2% | +17.0% |
| 3Y | -28.2% | -57.8% | +29.6% | -6.3% |
| 5Y | -79.0% | +10.3% | -89.3% | -80.9% |
| All | -69.9% | +372.1% | -442.0% | -83.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling