+96.3%
VTR vs BLDR
+383.3%
-287.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.1% |
| 7D | -0.3% | -8.2% | +7.9% | +1.9% |
| 30D | +1.1% | -16.6% | +17.7% | +5.8% |
| 3M | +7.9% | -23.2% | +31.1% | +14.1% |
| 6M | +6.2% | -33.7% | +39.9% | +15.7% |
| YTD | +17.7% | -41.3% | +59.1% | +31.5% |
| 1Y | +32.9% | -58.8% | +91.7% | +63.3% |
| 3Y | +129.7% | -57.5% | +187.1% | +159.6% |
| 5Y | +89.3% | +12.9% | +76.4% | +39.9% |
| All | +96.3% | +383.3% | -287.0% | -10.1% |
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