+262.4%
VST vs BLDR
-50.4%
+312.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -4.5% | +15.1% | +11.5% |
| 7D | -9.8% | -3.7% | -6.2% | -9.7% |
| 30D | -25.1% | +16.8% | -41.9% | -28.8% |
| 3M | -11.6% | -13.7% | +2.2% | -9.4% |
| 6M | -20.9% | -21.9% | +0.9% | -17.7% |
| YTD | -22.3% | -39.2% | +16.9% | -13.7% |
| 1Y | -32.0% | -42.6% | +10.6% | -23.5% |
| 3Y | +262.4% | -50.2% | +312.6% | +320.3% |
| All | +262.4% | -50.4% | +312.8% | +320.3% |
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 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