+2,926.4%
V vs BLK
+807.0%
+2,119.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.8% |
| 7D | -1.7% | -3.6% | +1.9% | 0.0% |
| 30D | +2.0% | -1.0% | +3.0% | +2.4% |
| 3M | +17.4% | +10.4% | +7.0% | +11.3% |
| 6M | +17.5% | +8.2% | +9.3% | +11.8% |
| YTD | +7.6% | +6.0% | +1.6% | +3.0% |
| 1Y | +7.7% | +3.3% | +4.4% | +4.1% |
| 3Y | +54.7% | +70.3% | -15.6% | +14.7% |
| 5Y | +73.0% | +34.5% | +38.6% | +41.3% |
| 10Y | +390.9% | +281.9% | +108.9% | +135.2% |
| All | +2,926.4% | +807.0% | +2,119.4% | +746.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling