+985.5%
BLK vs VEU
+185.0%
+800.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | +0.5% |
| 7D | -5.2% | -1.9% | -3.3% | -3.2% |
| 30D | -7.0% | -0.7% | -6.3% | -6.4% |
| 3M | +5.7% | +4.9% | +0.8% | -0.1% |
| 6M | +11.0% | +9.8% | +1.2% | -0.6% |
| YTD | +0.9% | +15.3% | -14.4% | -14.5% |
| 1Y | -1.6% | +23.0% | -24.6% | -22.3% |
| 3Y | +64.5% | +73.5% | -9.0% | -10.8% |
| 5Y | +30.9% | +54.5% | -23.6% | -18.3% |
| 10Y | +275.1% | +150.4% | +124.7% | +42.3% |
| All | +985.5% | +185.0% | +800.5% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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