+379.1%
V vs BLK
+283.5%
+95.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | 0.0% |
| 7D | -1.2% | -3.3% | +2.1% | +0.5% |
| 30D | +3.1% | -6.5% | +9.6% | +6.7% |
| 3M | +16.3% | +6.7% | +9.6% | +11.7% |
| 6M | +20.4% | +14.7% | +5.6% | +10.6% |
| YTD | +6.3% | +2.5% | +3.7% | +3.0% |
| 1Y | +8.7% | -2.8% | +11.5% | +8.1% |
| 3Y | +53.3% | +65.9% | -12.6% | +9.9% |
| 5Y | +71.1% | +33.0% | +38.1% | +36.3% |
| All | +379.1% | +283.5% | +95.6% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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