+464.4%
VMC vs BLDR
+370.3%
+94.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -0.7% |
| 7D | -1.7% | -8.2% | +6.5% | +0.2% |
| 30D | +15.3% | +16.3% | -1.0% | +11.2% |
| 3M | +0.3% | -17.0% | +17.3% | +4.2% |
| 6M | +0.9% | -17.4% | +18.3% | +4.4% |
| YTD | -1.0% | -41.6% | +40.5% | +9.9% |
| 1Y | -4.3% | -43.5% | +39.2% | +6.8% |
| 3Y | +35.3% | -51.6% | +87.0% | +51.4% |
| 5Y | +44.4% | -11.6% | +56.0% | +38.3% |
| 10Y | +128.0% | +480.9% | -352.9% | +38.0% |
| All | +464.4% | +370.3% | +94.2% | +146.7% |
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