+290.3%
VST vs BLDR
-48.6%
+338.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -1.1% |
| 7D | -6.0% | -1.1% | -5.0% | -6.2% |
| 30D | -18.8% | +19.1% | -37.8% | -23.1% |
| 3M | -8.0% | -12.6% | +4.5% | -6.0% |
| 6M | -10.9% | -18.7% | +7.8% | -8.2% |
| YTD | -18.3% | -38.8% | +20.5% | -9.4% |
| 1Y | -29.9% | -41.2% | +11.3% | -21.6% |
| 3Y | +290.3% | -49.4% | +339.7% | +352.2% |
| All | +290.3% | -48.6% | +338.9% | +352.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling