+12,790.5%
BLK vs VSH
+220.8%
+12,569.7%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -2.7% | +3.5% | -6.2% | -3.7% |
| 30D | -4.8% | -4.4% | -0.4% | -3.9% |
| 3M | +6.5% | -45.8% | +52.3% | +23.3% |
| 6M | +13.1% | +90.1% | -77.0% | -13.5% |
| YTD | +1.8% | +120.3% | -118.5% | -26.1% |
| 1Y | -1.0% | +112.2% | -113.2% | -27.8% |
| 3Y | +66.0% | +36.6% | +29.4% | +32.4% |
| 5Y | +31.2% | +67.0% | -35.8% | -2.9% |
| 10Y | +278.5% | +179.5% | +99.0% | +129.0% |
| All | +12,790.5% | +220.8% | +12,569.7% | +5,496.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling