+275.1%
BLK vs VICR
+1,679.8%
-1,404.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.5% | -0.2% |
| 7D | -3.3% | +5.0% | -8.3% | -4.2% |
| 30D | -6.5% | -12.5% | +6.0% | -5.0% |
| 3M | +6.7% | -33.6% | +40.3% | +11.6% |
| 6M | +14.7% | +10.7% | +4.1% | +6.6% |
| YTD | +2.5% | +80.6% | -78.0% | -13.7% |
| 1Y | -2.8% | +288.4% | -291.1% | -30.1% |
| 3Y | +65.9% | +213.8% | -147.9% | +15.6% |
| 5Y | +33.0% | +58.8% | -25.9% | -2.9% |
| All | +275.1% | +1,679.8% | -1,404.7% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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