+175.8%
VSH vs BLDR
+372.1%
-196.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | +0.6% |
| 7D | +3.1% | -8.1% | +11.2% | +6.5% |
| 30D | -5.7% | -21.5% | +15.8% | +3.2% |
| 3M | -42.5% | -21.0% | -21.5% | -37.9% |
| 6M | +82.7% | -37.1% | +119.7% | +114.1% |
| YTD | +118.2% | -42.7% | +160.9% | +162.7% |
| 1Y | +109.7% | -58.0% | +167.6% | +185.0% |
| 3Y | +35.3% | -57.8% | +93.1% | +76.1% |
| 5Y | +65.6% | +10.3% | +55.3% | +39.5% |
| All | +175.8% | +372.1% | -196.3% | +24.5% |
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