+125.7%
VMC vs BLDR
+479.0%
-353.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -1.3% | -3.0% | +1.7% | -0.4% |
| 30D | +15.5% | +20.1% | -4.7% | +8.5% |
| 3M | +0.6% | -17.5% | +18.1% | +6.2% |
| 6M | +2.1% | -16.1% | +18.2% | +6.4% |
| YTD | -1.6% | -41.0% | +39.5% | +13.4% |
| 1Y | -1.2% | -41.6% | +40.4% | +13.8% |
| 3Y | +35.3% | -50.8% | +86.1% | +55.3% |
| 5Y | +43.6% | -10.8% | +54.4% | +28.7% |
| All | +125.7% | +479.0% | -353.3% | -4.5% |
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