+195.4%
BLOK vs VT
+128.2%
+67.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -4.1% | -3.4% | -1.4% |
| 7D | -12.8% | -4.2% | -8.6% | -6.9% |
| 30D | -23.0% | -5.8% | -17.2% | -15.5% |
| 3M | -21.1% | -5.2% | -15.9% | -13.9% |
| 6M | -24.0% | +0.1% | -24.2% | -23.0% |
| YTD | -16.1% | +8.2% | -24.3% | -23.2% |
| 1Y | -29.9% | +10.1% | -40.0% | -37.2% |
| 3Y | +133.0% | +69.7% | +63.4% | +20.1% |
| 5Y | -2.2% | +53.4% | -55.6% | -40.3% |
| All | +195.4% | +128.2% | +67.2% | +24.6% |
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