+1,216.9%
VST vs BLDR
+478.1%
+738.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.7% |
| 3M | -2.7% | -12.3% | +9.5% | -0.6% |
| 6M | -8.4% | -31.5% | +23.1% | -0.8% |
| YTD | -7.2% | -36.1% | +28.9% | +1.9% |
| 1Y | -20.9% | -54.1% | +33.2% | -6.4% |
| 3Y | +384.0% | -55.8% | +439.8% | +457.6% |
| 5Y | +757.1% | +20.7% | +736.3% | +637.0% |
| All | +1,216.9% | +478.1% | +738.7% | +596.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling