+304.0%
BLOK vs VT
+143.1%
+160.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +5.1% | +0.4% | +4.6% | +4.5% |
| 30D | +7.9% | +1.0% | +6.9% | +6.5% |
| 3M | -0.8% | +2.4% | -3.2% | -3.5% |
| 6M | +18.0% | +12.0% | +6.0% | +1.4% |
| YTD | +14.8% | +15.3% | -0.5% | -4.9% |
| 1Y | +12.6% | +22.6% | -10.0% | -13.9% |
| 3Y | +223.0% | +74.7% | +148.3% | +58.0% |
| 5Y | +52.4% | +66.1% | -13.8% | -17.1% |
| All | +304.0% | +143.1% | +160.9% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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