+2,010.2%
VRT vs BLDR
+241.8%
+1,768.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +2.7% |
| 7D | +18.6% | -8.2% | +26.8% | +22.1% |
| 30D | -11.7% | +16.3% | -27.9% | -17.8% |
| 3M | -27.3% | -17.0% | -10.3% | -24.0% |
| 6M | -42.9% | -17.4% | -25.5% | -40.8% |
| YTD | +29.5% | -41.6% | +71.1% | +49.6% |
| 1Y | +21.0% | -43.5% | +64.6% | +41.1% |
| 3Y | +403.1% | -51.6% | +454.8% | +485.4% |
| 5Y | +688.8% | -11.6% | +700.4% | +618.1% |
| All | +2,010.2% | +241.8% | +1,768.4% | +1,061.7% |
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 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