+13,071.1%
BLK vs VMC
+945.9%
+12,125.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.2% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -3.1% | -9.1% | +6.0% | +0.9% |
| 3M | +10.7% | -4.1% | +14.8% | +12.2% |
| 6M | +15.9% | -5.5% | +21.4% | +17.9% |
| YTD | +4.0% | -8.9% | +12.9% | +7.1% |
| 1Y | +1.3% | -12.9% | +14.2% | +6.2% |
| 3Y | +69.6% | +22.1% | +47.4% | +51.2% |
| 5Y | +33.8% | +52.7% | -18.9% | +7.6% |
| 10Y | +276.2% | +152.7% | +123.4% | +124.0% |
| All | +13,071.1% | +945.9% | +12,125.3% | +4,070.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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