+65.9%
BLK vs VSH
+42.0%
+23.8%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | +0.5% |
| 7D | -3.3% | +4.8% | -8.1% | -4.1% |
| 30D | -6.5% | -0.7% | -5.8% | -6.6% |
| 3M | +6.7% | -43.1% | +49.8% | +17.4% |
| 6M | +14.7% | +91.8% | -77.1% | -10.1% |
| YTD | +2.5% | +131.6% | -129.1% | -24.1% |
| 1Y | -2.8% | +118.1% | -120.9% | -27.4% |
| 3Y | +65.9% | +40.9% | +25.0% | +38.0% |
| All | +65.9% | +42.0% | +23.8% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 3y: compounded portfolio wealth divided by compounded VSH 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…
3y analysis · Full analysis span regression · 6 months rolling