+2,142.0%
BLK vs VWO
+320.5%
+1,821.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.1% |
| 7D | -3.3% | -1.8% | -1.5% | -1.9% |
| 30D | -6.5% | -0.1% | -6.4% | -6.5% |
| 3M | +6.7% | +2.2% | +4.5% | +4.7% |
| 6M | +14.7% | +8.8% | +6.0% | +6.9% |
| YTD | +2.5% | +12.4% | -9.9% | -7.0% |
| 1Y | -2.8% | +15.6% | -18.4% | -13.8% |
| 3Y | +65.9% | +62.5% | +3.3% | +11.8% |
| 5Y | +33.0% | +34.3% | -1.3% | +4.4% |
| 10Y | +281.2% | +114.8% | +166.4% | +106.6% |
| All | +2,142.0% | +320.5% | +1,821.5% | +717.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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