+36.5%
BLK vs VSXY
+33.4%
+3.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.5% |
| 7D | -5.2% | -0.3% | -4.8% | -5.2% |
| 30D | -7.0% | -22.1% | +15.0% | -4.1% |
| 3M | +5.7% | -1.1% | +6.8% | +5.2% |
| 6M | +11.0% | +53.8% | -42.8% | +1.5% |
| YTD | +0.9% | +35.5% | -34.6% | -6.5% |
| 1Y | -1.6% | +186.0% | -187.6% | -19.9% |
| 3Y | +64.5% | +343.2% | -278.7% | +13.7% |
| 5Y | +30.9% | +19.0% | +11.8% | +9.8% |
| All | +36.5% | +33.4% | +3.0% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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