+428.1%
VMC vs BLDR
+414.6%
+13.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.4% |
| 7D | -4.3% | -2.8% | -1.5% | -3.7% |
| 30D | -8.2% | -13.3% | +5.0% | -5.4% |
| 3M | -7.0% | -12.3% | +5.2% | -4.7% |
| 6M | -10.8% | -31.5% | +20.7% | -3.8% |
| YTD | -7.4% | -36.1% | +28.7% | +1.1% |
| 1Y | -9.5% | -54.1% | +44.6% | +5.7% |
| 3Y | +20.5% | -55.8% | +76.2% | +37.5% |
| 5Y | +51.6% | +20.7% | +30.8% | +36.0% |
| 10Y | +150.0% | +390.2% | -240.2% | +56.1% |
| All | +428.1% | +414.6% | +13.5% | +126.9% |
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