+33.0%
BLK vs VCLT
-17.2%
+50.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.3% | -1.4% | -2.0% | -2.3% |
| 30D | -6.5% | -1.2% | -5.3% | -5.6% |
| 3M | +6.7% | -4.8% | +11.5% | +10.8% |
| 6M | +14.7% | -2.6% | +17.3% | +17.2% |
| YTD | +2.5% | -3.3% | +5.9% | +5.3% |
| 1Y | -2.8% | -4.8% | +2.0% | +1.0% |
| 3Y | +65.9% | +11.5% | +54.3% | +52.8% |
| All | +33.0% | -17.2% | +50.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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