+769.3%
VST vs BLDR
+20.2%
+749.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.9% |
| 7D | +8.9% | -2.8% | +11.8% | +9.6% |
| 30D | +6.2% | -13.3% | +19.5% | +9.8% |
| 3M | -2.7% | -12.3% | +9.5% | -0.6% |
| 6M | -8.4% | -31.5% | +23.1% | -0.7% |
| YTD | -7.2% | -36.1% | +28.9% | +2.1% |
| 1Y | -20.9% | -54.1% | +33.2% | -6.1% |
| 3Y | +384.0% | -55.8% | +439.8% | +459.1% |
| All | +769.3% | +20.2% | +749.2% | +624.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling