+38.4%
VFC vs BLDR
-42.6%
+81.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.9% | +2.3% | +2.8% |
| 7D | +1.6% | -3.0% | +4.6% | +2.9% |
| 30D | +25.5% | +20.1% | +5.4% | +14.1% |
| 3M | +41.3% | -17.5% | +58.8% | +53.0% |
| 6M | +22.2% | -16.1% | +38.3% | +30.1% |
| YTD | +16.4% | -41.0% | +57.4% | +38.9% |
| 1Y | +38.4% | -41.6% | +80.0% | +66.3% |
| All | +38.4% | -42.6% | +81.0% | +66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling