+3,080.1%
BLK vs VO
+821.9%
+2,258.2%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.2% |
| 7D | -2.4% | +0.6% | -3.0% | -3.1% |
| 30D | -3.1% | -1.1% | -2.1% | -1.8% |
| 3M | +10.7% | +4.5% | +6.1% | +4.9% |
| 6M | +15.9% | +11.1% | +4.8% | +2.3% |
| YTD | +4.0% | +13.5% | -9.5% | -10.4% |
| 1Y | +1.3% | +14.5% | -13.2% | -13.6% |
| 3Y | +69.6% | +58.1% | +11.5% | -1.2% |
| 5Y | +33.8% | +43.3% | -9.5% | -11.8% |
| 10Y | +276.2% | +193.2% | +83.0% | +5.4% |
| All | +3,080.1% | +821.9% | +2,258.2% | +176.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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