+1,115.0%
BLK vs VIG
+615.8%
+499.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.6% |
| 7D | -3.3% | -1.1% | -2.2% | -1.7% |
| 30D | -6.5% | -2.7% | -3.8% | -2.5% |
| 3M | +6.7% | +2.5% | +4.2% | +2.9% |
| 6M | +14.7% | +9.2% | +5.5% | +0.8% |
| YTD | +2.5% | +9.8% | -7.3% | -10.5% |
| 1Y | -2.8% | +12.4% | -15.2% | -17.9% |
| 3Y | +65.9% | +55.9% | +10.0% | -13.7% |
| 5Y | +33.0% | +63.9% | -31.0% | -34.7% |
| 10Y | +281.2% | +249.1% | +32.1% | -41.0% |
| All | +1,115.0% | +615.8% | +499.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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