+45.8%
VSH vs BLDR
-11.6%
+57.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.6% | -1.1% | -3.3% |
| 7D | +26.2% | -8.2% | +34.4% | +30.1% |
| 30D | -12.5% | +16.3% | -28.8% | -18.9% |
| 3M | -16.9% | -17.0% | +0.1% | -12.5% |
| 6M | -17.0% | -17.4% | +0.4% | -13.5% |
| YTD | +93.8% | -41.6% | +135.4% | +128.0% |
| 1Y | +99.3% | -43.5% | +142.8% | +137.6% |
| 3Y | +35.0% | -51.6% | +86.6% | +64.2% |
| 5Y | +45.8% | -11.6% | +57.4% | +29.1% |
| All | +45.8% | -11.6% | +57.4% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling