+332.0%
VSH vs BLDR
+414.6%
-82.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +3.8% |
| 7D | +4.1% | -2.8% | +6.9% | +4.8% |
| 30D | -4.2% | -13.3% | +9.1% | -0.9% |
| 3M | -50.0% | -12.3% | -37.7% | -48.7% |
| 6M | +80.2% | -31.5% | +111.6% | +95.7% |
| YTD | +121.1% | -36.1% | +157.1% | +143.0% |
| 1Y | +112.0% | -54.1% | +166.1% | +152.7% |
| 3Y | +22.5% | -55.8% | +78.3% | +45.0% |
| 5Y | +64.0% | +20.7% | +43.3% | +48.8% |
| 10Y | +170.4% | +390.2% | -219.9% | +68.3% |
| All | +332.0% | +414.6% | -82.7% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling