+106.0%
BLK vs VLTO
+57.1%
+48.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.1% | +0.2% |
| 7D | +0.2% | +1.5% | -1.3% | -0.4% |
| 30D | +13.1% | +20.9% | -7.8% | +4.6% |
| 3M | +7.3% | +21.4% | -14.1% | -1.0% |
| 6M | +14.6% | +37.6% | -22.9% | -0.1% |
| YTD | +16.5% | +19.5% | -3.1% | +8.2% |
| 1Y | +15.4% | +22.0% | -6.7% | +5.9% |
| 3Y | +97.2% | +70.7% | +26.5% | +63.9% |
| All | +106.0% | +57.1% | +48.9% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 5y: compounded portfolio wealth divided by compounded VLTO 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…
5y analysis · Full analysis span regression · 6 months rolling