-2.8%
BLK vs VYM
+18.4%
-21.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +0.6% |
| 7D | -3.3% | -0.8% | -2.5% | -2.1% |
| 30D | -6.5% | -2.2% | -4.3% | -3.2% |
| 3M | +6.7% | +3.1% | +3.7% | +2.2% |
| 6M | +14.7% | +9.7% | +5.0% | -0.4% |
| YTD | +2.5% | +14.9% | -12.4% | -16.8% |
| 1Y | -2.8% | +17.6% | -20.3% | -24.6% |
| All | -2.8% | +18.4% | -21.2% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling