+223.0%
VT vs BLDR
+382.3%
-159.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.5% |
| 7D | +0.4% | -2.8% | +3.3% | +1.0% |
| 30D | +1.0% | -13.3% | +14.2% | +3.8% |
| 3M | +2.4% | -12.3% | +14.6% | +4.3% |
| 6M | +12.0% | -31.5% | +43.5% | +19.6% |
| YTD | +15.3% | -36.1% | +51.4% | +24.2% |
| 1Y | +22.6% | -54.1% | +76.7% | +40.9% |
| 3Y | +74.7% | -55.8% | +130.4% | +94.1% |
| 5Y | +66.1% | +20.7% | +45.4% | +41.7% |
| All | +223.0% | +382.3% | -159.3% | +96.9% |
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 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