+145.7%
VMC vs BLDR
+383.3%
-237.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.1% |
| 7D | -3.8% | -8.2% | +4.5% | -1.2% |
| 30D | -9.7% | -16.6% | +6.9% | -4.5% |
| 3M | -9.6% | -23.2% | +13.5% | -2.5% |
| 6M | -4.8% | -33.7% | +28.9% | +6.8% |
| YTD | -10.9% | -41.3% | +30.4% | +3.4% |
| 1Y | -15.6% | -58.8% | +43.2% | +8.7% |
| 3Y | +19.3% | -57.5% | +76.8% | +43.9% |
| 5Y | +48.0% | +12.9% | +35.1% | +23.3% |
| All | +145.7% | +383.3% | -237.6% | +17.1% |
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