+1,855.0%
VRT vs BLDR
+257.8%
+1,597.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.5% | -1.5% |
| 7D | -17.7% | -1.1% | -16.6% | -17.7% |
| 30D | -20.0% | +19.1% | -39.1% | -26.1% |
| 3M | -28.1% | -12.6% | -15.5% | -26.1% |
| 6M | -42.8% | -18.7% | -24.2% | -40.4% |
| YTD | +20.0% | -38.8% | +58.8% | +36.6% |
| 1Y | +3.5% | -41.2% | +44.7% | +19.1% |
| 3Y | +366.1% | -49.4% | +415.5% | +434.2% |
| 5Y | +632.2% | -6.0% | +638.1% | +553.5% |
| All | +1,855.0% | +257.8% | +1,597.2% | +960.1% |
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