+1,104.2%
BLK vs VYM
+488.1%
+616.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +0.7% |
| 7D | -3.3% | -0.8% | -2.5% | -2.2% |
| 30D | -6.5% | -2.2% | -4.3% | -3.4% |
| 3M | +6.7% | +3.1% | +3.7% | +2.4% |
| 6M | +14.7% | +9.7% | +5.0% | +0.9% |
| YTD | +2.5% | +14.9% | -12.4% | -15.4% |
| 1Y | -2.8% | +17.6% | -20.3% | -22.2% |
| 3Y | +65.9% | +65.3% | +0.6% | -17.4% |
| 5Y | +33.0% | +78.7% | -45.7% | -39.5% |
| 10Y | +281.2% | +208.2% | +73.0% | -20.4% |
| All | +1,104.2% | +488.1% | +616.1% | +11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling