-39.3%
VG vs BLDR
-60.9%
+21.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.1% |
| 7D | +1.7% | -2.8% | +4.5% | +1.4% |
| 30D | +16.0% | -13.3% | +29.3% | +14.7% |
| 3M | +9.7% | -12.3% | +22.0% | +8.7% |
| 6M | +29.6% | -31.5% | +61.0% | +33.1% |
| YTD | +112.0% | -36.1% | +148.1% | +120.3% |
| 1Y | +12.8% | -54.1% | +66.9% | +29.6% |
| All | -39.3% | -60.9% | +21.6% | -43.8% |
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 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