+173.1%
VFC vs BLDR
+392.3%
-219.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +0.2% |
| 7D | +3.5% | -1.1% | +4.6% | +3.6% |
| 30D | +38.3% | +19.1% | +19.2% | +33.5% |
| 3M | +40.2% | -12.6% | +52.7% | +43.1% |
| 6M | +10.6% | -18.7% | +29.3% | +14.4% |
| YTD | +16.7% | -38.8% | +55.6% | +26.7% |
| 1Y | +45.0% | -41.2% | +86.2% | +58.6% |
| 3Y | +48.8% | -49.4% | +98.2% | +66.6% |
| 5Y | -67.6% | -6.0% | -61.6% | -67.7% |
| 10Y | -47.5% | +523.1% | -570.6% | -61.7% |
| All | +173.1% | +392.3% | -219.2% | +53.9% |
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