+800.0%
VGT vs BLDR
+383.3%
+416.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.6% |
| 7D | -0.2% | -8.2% | +8.1% | +1.9% |
| 30D | -0.4% | -16.6% | +16.2% | +3.9% |
| 3M | +4.4% | -23.2% | +27.6% | +10.3% |
| 6M | +32.1% | -33.7% | +65.8% | +43.7% |
| YTD | +28.8% | -41.3% | +70.1% | +43.4% |
| 1Y | +35.3% | -58.8% | +94.2% | +64.1% |
| 3Y | +124.8% | -57.5% | +182.2% | +157.4% |
| 5Y | +137.9% | +12.9% | +125.0% | +103.3% |
| All | +800.0% | +383.3% | +416.6% | +421.9% |
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 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