+1,164.9%
VST vs BLDR
+479.0%
+685.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.3% |
| 7D | +6.6% | -3.0% | +9.6% | +7.3% |
| 30D | -12.4% | +20.1% | -32.5% | -17.4% |
| 3M | -9.0% | -17.5% | +8.5% | -6.1% |
| 6M | -6.4% | -16.1% | +9.6% | -4.8% |
| YTD | -17.2% | -41.0% | +23.8% | -8.6% |
| 1Y | -22.0% | -41.6% | +19.6% | -14.1% |
| 3Y | +296.7% | -50.8% | +347.5% | +341.0% |
| 5Y | +637.6% | -10.8% | +648.4% | +574.3% |
| All | +1,164.9% | +479.0% | +685.9% | +568.3% |
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