+275.1%
BLK vs VYM
+209.2%
+65.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +0.7% |
| 7D | -3.3% | -0.8% | -2.5% | -2.3% |
| 30D | -6.5% | -2.2% | -4.3% | -3.7% |
| 3M | +6.7% | +3.1% | +3.7% | +2.7% |
| 6M | +14.7% | +9.7% | +5.0% | +1.9% |
| YTD | +2.5% | +14.9% | -12.4% | -14.1% |
| 1Y | -2.8% | +17.6% | -20.3% | -20.9% |
| 3Y | +65.9% | +65.3% | +0.6% | -12.4% |
| 5Y | +33.0% | +78.7% | -45.7% | -34.9% |
| All | +275.1% | +209.2% | +65.9% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling