+373.4%
VST vs BLDR
-55.3%
+428.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.9% |
| 7D | +8.9% | -2.8% | +11.8% | +9.7% |
| 30D | +6.2% | -13.3% | +19.5% | +9.9% |
| 3M | -2.7% | -12.3% | +9.5% | -0.5% |
| 6M | -8.4% | -31.5% | +23.1% | -0.2% |
| YTD | -7.2% | -36.1% | +28.9% | +2.9% |
| 1Y | -20.9% | -54.1% | +33.2% | -4.6% |
| All | +373.4% | -55.3% | +428.7% | +440.2% |
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