+278.5%
BLK vs VCIT
+29.2%
+249.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.9% |
| 7D | -2.7% | -0.2% | -2.5% | -2.5% |
| 30D | -4.8% | -0.5% | -4.2% | -4.2% |
| 3M | +6.5% | -0.9% | +7.4% | +7.5% |
| 6M | +13.1% | -1.9% | +15.1% | +15.5% |
| YTD | +1.8% | -1.0% | +2.8% | +3.0% |
| 1Y | -1.0% | +0.2% | -1.2% | -0.9% |
| 3Y | +66.0% | +19.0% | +47.0% | +42.7% |
| 5Y | +31.2% | +3.1% | +28.2% | +17.8% |
| 10Y | +278.5% | +29.8% | +248.8% | +294.8% |
| All | +278.5% | +29.2% | +249.3% | +294.8% |
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