-50.0%
VTRS vs BLDR
+383.3%
-433.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.3% |
| 7D | -2.2% | -8.2% | +6.0% | -0.3% |
| 30D | +3.3% | -16.6% | +19.9% | +7.4% |
| 3M | +2.0% | -23.2% | +25.1% | +7.1% |
| 6M | +19.9% | -33.7% | +53.7% | +29.7% |
| YTD | +35.7% | -41.3% | +77.1% | +50.0% |
| 1Y | +68.1% | -58.8% | +126.9% | +100.6% |
| 3Y | +87.1% | -57.5% | +144.5% | +112.8% |
| 5Y | +47.6% | +12.9% | +34.7% | +27.3% |
| All | -50.0% | +383.3% | -433.3% | -70.4% |
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