-70.1%
VFC vs BLDR
+372.1%
-442.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -0.8% |
| 7D | -4.0% | -8.1% | +4.2% | -0.9% |
| 30D | -14.6% | -21.5% | +6.9% | -6.6% |
| 3M | -23.1% | -21.0% | -2.1% | -16.4% |
| 6M | -25.2% | -37.1% | +11.8% | -12.0% |
| YTD | -29.5% | -42.7% | +13.2% | -14.7% |
| 1Y | -14.4% | -58.0% | +43.6% | +16.2% |
| 3Y | -28.7% | -57.8% | +29.1% | -7.0% |
| 5Y | -79.1% | +10.3% | -89.4% | -81.1% |
| All | -70.1% | +372.1% | -442.2% | -83.8% |
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