+318.3%
BLK vs VCIT
+31.0%
+287.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | +3.7% | -1.4% | +5.2% | +5.2% |
| 30D | +13.9% | +0.6% | +13.3% | +13.3% |
| 3M | +3.9% | -2.2% | +6.1% | +6.3% |
| 6M | +13.0% | -2.3% | +15.3% | +15.7% |
| YTD | +16.1% | -2.2% | +18.3% | +19.0% |
| 1Y | +16.8% | -1.4% | +18.1% | +18.7% |
| 3Y | +97.7% | +18.7% | +78.9% | +70.2% |
| 5Y | +42.1% | +3.6% | +38.5% | +28.4% |
| All | +318.3% | +31.0% | +287.3% | +355.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling