+12,790.5%
BLK vs VFC
+250.0%
+12,540.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.3% |
| 7D | -2.7% | -2.3% | -0.3% | -1.8% |
| 30D | -4.8% | -13.4% | +8.6% | +0.3% |
| 3M | +6.5% | -23.7% | +30.2% | +16.1% |
| 6M | +13.2% | -24.5% | +37.6% | +22.9% |
| YTD | +1.8% | -27.8% | +29.6% | +11.9% |
| 1Y | -1.0% | -13.5% | +12.5% | 0.0% |
| 3Y | +66.0% | -27.1% | +93.1% | +48.8% |
| 5Y | +31.2% | -79.0% | +110.3% | +97.8% |
| 10Y | +278.5% | -68.7% | +347.2% | +339.9% |
| All | +12,790.5% | +250.0% | +12,540.5% | +6,817.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling