+75.9%
VFC vs BLDR
+414.6%
-338.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.1% | +1.9% |
| 7D | -1.6% | -2.8% | +1.2% | -1.1% |
| 30D | -11.6% | -13.3% | +1.6% | -9.3% |
| 3M | -18.1% | -12.3% | -5.8% | -16.2% |
| 6M | -27.4% | -31.5% | +4.1% | -22.3% |
| YTD | -24.8% | -36.1% | +11.2% | -18.8% |
| 1Y | -8.2% | -54.1% | +45.9% | +5.3% |
| 3Y | -29.1% | -55.8% | +26.7% | -19.0% |
| 5Y | -79.2% | +20.7% | -99.9% | -80.0% |
| 10Y | -68.1% | +390.2% | -458.3% | -76.1% |
| All | +75.9% | +414.6% | -338.8% | -1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling