+73.5%
VZ vs BLDR
+494.8%
-421.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.7% |
| 7D | +0.9% | -10.3% | +11.2% | +1.7% |
| 30D | +8.9% | +19.6% | -10.6% | +7.4% |
| 3M | +0.1% | -17.0% | +17.1% | +1.2% |
| 6M | +1.9% | -16.7% | +18.7% | +2.7% |
| YTD | +22.0% | -39.4% | +61.4% | +25.4% |
| 1Y | +22.1% | -41.7% | +63.8% | +25.7% |
| 3Y | +58.7% | -49.9% | +108.5% | +62.3% |
| 5Y | +22.3% | -7.6% | +29.9% | +16.4% |
| All | +73.5% | +494.8% | -421.3% | +42.5% |
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