+275.1%
BLK vs VFC
-69.1%
+344.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.7% | +0.3% |
| 7D | -3.3% | -1.4% | -1.9% | -2.9% |
| 30D | -6.5% | -9.0% | +2.5% | -4.0% |
| 3M | +6.7% | -24.2% | +30.9% | +14.8% |
| 6M | +14.7% | -18.5% | +33.2% | +20.1% |
| YTD | +2.5% | -25.9% | +28.4% | +10.0% |
| 1Y | -2.8% | -13.0% | +10.2% | -1.9% |
| 3Y | +65.9% | -20.3% | +86.2% | +48.0% |
| 5Y | +33.0% | -78.1% | +111.1% | +103.4% |
| All | +275.1% | -69.1% | +344.2% | +381.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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